+201.5%
CAT vs CSX
+68.2%
+133.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.2% |
| 7D | +1.7% | -3.4% | +5.1% | +3.9% |
| 30D | -6.6% | -3.1% | -3.5% | -4.7% |
| 3M | -13.3% | +7.2% | -20.5% | -17.4% |
| 6M | +11.6% | +16.2% | -4.6% | +0.9% |
| YTD | +42.9% | +37.5% | +5.4% | +16.8% |
| 1Y | +95.4% | +53.2% | +42.2% | +48.7% |
| All | +201.5% | +68.2% | +133.2% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling