+47.1%
CSX vs AA
+13.9%
+33.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +2.5% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +9.7% | -6.4% | +16.2% | +9.9% |
| 3M | +2.3% | -13.0% | +15.2% | +2.6% |
| 6M | +17.1% | -34.6% | +51.7% | +18.6% |
| YTD | +44.9% | -23.0% | +67.9% | +42.5% |
| 1Y | +47.1% | +16.0% | +31.1% | +32.1% |
| All | +47.1% | +13.9% | +33.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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