+427.3%
CSX vs A
+319.7%
+107.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.0% |
| 7D | -5.5% | -0.1% | -5.5% | -5.5% |
| 30D | +4.9% | +3.4% | +1.6% | +3.4% |
| 3M | -2.9% | +23.8% | -26.7% | -11.3% |
| 6M | +8.3% | +49.0% | -40.7% | -9.3% |
| YTD | +36.7% | +29.4% | +7.3% | +20.7% |
| 1Y | +41.5% | +19.4% | +22.1% | +29.2% |
| 3Y | +68.6% | +66.2% | +2.4% | +26.7% |
| 5Y | +48.4% | +15.8% | +32.6% | +29.6% |
| All | +427.3% | +319.7% | +107.6% | +180.3% |
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