+418.4%
CSX vs A
+300.7%
+117.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.8% |
| 7D | +3.1% | +0.7% | +2.4% | +2.7% |
| 30D | +9.7% | +0.8% | +8.9% | +9.1% |
| 3M | +4.9% | +16.9% | -12.0% | -1.9% |
| 6M | +18.4% | +53.8% | -35.4% | -2.2% |
| YTD | +45.9% | +28.1% | +17.8% | +29.3% |
| 1Y | +50.0% | +15.0% | +34.9% | +39.2% |
| 3Y | +78.0% | +63.1% | +14.9% | +34.9% |
| 5Y | +59.2% | +11.5% | +47.7% | +41.8% |
| All | +418.4% | +300.7% | +117.7% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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