+53.6%
CSX vs AA
-12.1%
+65.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.6% |
| 7D | -2.7% | -3.7% | +1.0% | -2.2% |
| 30D | +7.0% | -10.8% | +17.8% | +8.7% |
| 3M | -0.3% | -19.1% | +18.8% | +2.4% |
| 6M | +13.5% | -38.7% | +52.2% | +20.7% |
| YTD | +41.5% | -27.1% | +68.6% | +44.6% |
| 1Y | +45.8% | +8.3% | +37.4% | +38.8% |
| 3Y | +74.4% | +49.6% | +24.8% | +49.8% |
| 5Y | +53.6% | -15.5% | +69.1% | +44.1% |
| All | +53.6% | -12.1% | +65.7% | +44.1% |
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 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