+67.8%
CSX vs AA
+10.5%
+57.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -3.1% | +5.0% | -8.1% | -3.9% |
| 3M | +7.2% | -35.8% | +43.0% | +13.7% |
| 6M | +16.2% | -18.4% | +34.6% | +18.0% |
| YTD | +37.5% | -5.5% | +43.0% | +35.7% |
| 1Y | +53.2% | +61.0% | -7.7% | +37.3% |
| 3Y | +68.2% | +66.2% | +2.0% | +44.1% |
| All | +67.8% | +10.5% | +57.3% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling