+416.4%
CSX vs AA
+48.4%
+368.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | +8.7% | -1.3% | +9.9% | +8.7% |
| 3M | +4.2% | -23.9% | +28.1% | +9.4% |
| 6M | +16.7% | -36.8% | +53.5% | +25.7% |
| YTD | +44.5% | -22.2% | +66.6% | +47.1% |
| 1Y | +50.3% | +10.4% | +39.9% | +41.6% |
| 3Y | +76.3% | +72.0% | +4.3% | +42.5% |
| 5Y | +58.1% | -15.6% | +73.8% | +40.4% |
| 10Y | +416.4% | +47.8% | +368.6% | +206.4% |
| All | +416.4% | +48.4% | +368.0% | +206.4% |
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