+48.2%
CSX vs A
+15.4%
+32.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.8% |
| 7D | -5.5% | -0.1% | -5.5% | -5.5% |
| 30D | +4.9% | +3.4% | +1.6% | +3.9% |
| 3M | -2.9% | +23.8% | -26.7% | -8.8% |
| 6M | +8.3% | +49.0% | -40.7% | -4.1% |
| YTD | +36.7% | +29.4% | +7.3% | +25.9% |
| 1Y | +41.5% | +19.4% | +22.1% | +33.7% |
| 3Y | +68.6% | +66.2% | +2.4% | +36.9% |
| All | +48.2% | +15.4% | +32.8% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling