+3.8%
CAT vs CSX
+47.1%
-43.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -30.6% |
| 3M | -30.0% | +2.2% | -32.2% | -30.9% |
| 6M | -34.6% | +14.6% | -49.2% | -41.9% |
| YTD | +2.9% | +42.2% | -39.3% | -22.6% |
| All | +3.8% | +47.1% | -43.3% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling