+677.7%
CAT vs CSX
+413.7%
+263.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -3.1% |
| 7D | -6.3% | +0.7% | -7.0% | -6.8% |
| 30D | -26.8% | +8.1% | -34.9% | -30.5% |
| 3M | -30.0% | +2.2% | -32.2% | -31.4% |
| 6M | -34.6% | +14.6% | -49.2% | -40.3% |
| YTD | +2.9% | +42.2% | -39.3% | -17.4% |
| 1Y | +3.3% | +47.3% | -44.0% | -18.8% |
| 3Y | +153.7% | +73.5% | +80.2% | +77.8% |
| 5Y | +207.3% | +54.1% | +153.2% | +127.2% |
| All | +677.7% | +413.7% | +263.9% | +274.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling