+141.7%
CAT vs CSX
+74.3%
+67.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -5.0% |
| 7D | -14.5% | -2.7% | -11.8% | -13.1% |
| 30D | -35.7% | +7.0% | -42.7% | -38.6% |
| 3M | -36.3% | -0.3% | -36.0% | -36.4% |
| 6M | -38.5% | +13.5% | -52.1% | -43.8% |
| YTD | -2.5% | +41.5% | -44.0% | -22.1% |
| 1Y | -1.9% | +45.8% | -47.7% | -23.0% |
| All | +141.7% | +74.3% | +67.4% | +66.7% |
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