+414.9%
CSX vs A
+302.9%
+112.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +6.0% | -0.5% | +6.4% | +6.1% |
| 30D | +7.8% | 0.0% | +7.8% | +7.6% |
| 3M | +4.1% | +16.7% | -12.6% | -2.6% |
| 6M | +17.9% | +54.8% | -36.9% | -2.8% |
| YTD | +44.9% | +28.8% | +16.1% | +28.1% |
| 1Y | +51.1% | +19.3% | +31.8% | +38.1% |
| 3Y | +78.3% | +65.5% | +12.7% | +34.2% |
| 5Y | +58.1% | +12.1% | +46.0% | +40.5% |
| All | +414.9% | +302.9% | +112.1% | +180.8% |
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