+3,541.6%
CSX vs A
+457.0%
+3,084.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -3.4% | -1.9% | -1.4% | -2.8% |
| 30D | -3.1% | +6.9% | -10.0% | -5.0% |
| 3M | +7.2% | +9.2% | -2.1% | +4.3% |
| 6M | +16.2% | +25.7% | -9.5% | +7.7% |
| YTD | +37.5% | +11.5% | +26.0% | +31.6% |
| 1Y | +53.2% | +18.4% | +34.9% | +43.7% |
| 3Y | +68.2% | +26.6% | +41.6% | +52.2% |
| 5Y | +65.2% | -12.8% | +78.0% | +63.7% |
| 10Y | +504.1% | +247.2% | +257.0% | +308.7% |
| All | +3,541.6% | +457.0% | +3,084.5% | +1,670.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling