+427.3%
CSX vs ALL
+370.9%
+56.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -1.4% |
| 7D | -5.5% | -1.9% | -3.6% | -4.7% |
| 30D | +4.9% | +13.8% | -8.8% | -0.9% |
| 3M | -2.9% | -7.0% | +4.1% | 0.0% |
| 6M | +8.3% | +18.0% | -9.7% | -0.6% |
| YTD | +36.7% | +24.2% | +12.5% | +21.7% |
| 1Y | +41.5% | +31.2% | +10.3% | +22.5% |
| 3Y | +68.6% | +107.5% | -38.9% | +11.9% |
| 5Y | +48.4% | +144.8% | -96.4% | -14.0% |
| All | +427.3% | +370.9% | +56.4% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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