+25,808.1%
CAT vs CSX
+10,217.9%
+15,590.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.3% |
| 7D | +1.7% | -3.4% | +5.1% | +3.5% |
| 30D | -6.6% | -3.1% | -3.5% | -5.0% |
| 3M | -13.3% | +7.2% | -20.5% | -16.5% |
| 6M | +11.6% | +16.2% | -4.6% | +3.3% |
| YTD | +42.9% | +37.5% | +5.4% | +21.5% |
| 1Y | +95.4% | +53.2% | +42.2% | +56.8% |
| 3Y | +196.6% | +68.2% | +128.4% | +125.5% |
| 5Y | +321.7% | +65.2% | +256.4% | +220.1% |
| 10Y | +1,140.8% | +504.1% | +636.7% | +388.0% |
| All | +25,808.1% | +10,217.9% | +15,590.2% | +2,569.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling