+3,646.2%
CSX vs A
+535.2%
+3,111.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.5% |
| 7D | -2.7% | -5.2% | +2.5% | -1.3% |
| 30D | +7.0% | +1.4% | +5.6% | +6.5% |
| 3M | -0.3% | +21.9% | -22.2% | -6.1% |
| 6M | +13.5% | +46.7% | -33.1% | +0.7% |
| YTD | +41.5% | +27.2% | +14.3% | +30.1% |
| 1Y | +45.8% | +17.9% | +27.8% | +36.9% |
| 3Y | +74.4% | +61.1% | +13.3% | +47.1% |
| 5Y | +53.6% | +13.8% | +39.8% | +40.9% |
| 10Y | +465.6% | +318.8% | +146.8% | +262.8% |
| All | +3,646.2% | +535.2% | +3,111.0% | +1,650.7% |
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