+41.5%
CSX vs A
+20.8%
+20.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.4% |
| 7D | -5.5% | -0.1% | -5.5% | -5.5% |
| 30D | +4.9% | +3.4% | +1.6% | +4.8% |
| 3M | -2.9% | +23.8% | -26.7% | -3.8% |
| 6M | +8.3% | +49.0% | -40.7% | +7.1% |
| YTD | +36.7% | +29.4% | +7.3% | +36.8% |
| 1Y | +41.5% | +19.4% | +22.1% | +45.3% |
| All | +41.5% | +20.8% | +20.7% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling