+427.3%
CSX vs AA
+63.3%
+364.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.9% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | +4.9% | -6.7% | +11.6% | +6.2% |
| 3M | -2.9% | -16.3% | +13.5% | 0.0% |
| 6M | +8.3% | -37.1% | +45.5% | +16.9% |
| YTD | +36.7% | -25.0% | +61.8% | +40.3% |
| 1Y | +41.5% | +8.6% | +32.9% | +33.7% |
| 3Y | +68.6% | +57.2% | +11.4% | +38.8% |
| 5Y | +48.4% | -13.0% | +61.5% | +30.3% |
| All | +427.3% | +63.3% | +364.0% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling