+13.5%
CSX vs AA
-39.1%
+52.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -2.4% |
| 7D | -2.7% | -3.7% | +1.0% | -2.7% |
| 30D | +7.0% | -10.8% | +17.8% | +6.8% |
| 3M | -0.3% | -19.1% | +18.8% | -0.6% |
| 6M | +13.5% | -38.7% | +52.2% | +15.3% |
| All | +13.5% | -39.1% | +52.7% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling