+504.6%
CSX vs AA
+115.8%
+388.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.3% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -3.1% | +5.0% | -8.1% | -4.3% |
| 3M | +7.2% | -35.8% | +43.0% | +16.1% |
| 6M | +16.2% | -18.4% | +34.6% | +18.7% |
| YTD | +37.5% | -5.5% | +43.0% | +35.3% |
| 1Y | +53.2% | +61.0% | -7.7% | +33.0% |
| 3Y | +68.2% | +66.2% | +2.0% | +37.5% |
| 5Y | +65.2% | +11.4% | +53.8% | +37.1% |
| All | +504.6% | +115.8% | +388.8% | +223.4% |
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