+416.4%
CSX vs ALL
+371.2%
+45.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.3% | -2.6% | +2.3% | +0.9% |
| 30D | +8.7% | +12.7% | -4.0% | +3.1% |
| 3M | +4.2% | +0.4% | +3.8% | +3.7% |
| 6M | +16.7% | +23.8% | -7.1% | +4.7% |
| YTD | +44.5% | +27.8% | +16.7% | +27.0% |
| 1Y | +50.3% | +28.9% | +21.4% | +31.4% |
| 3Y | +76.3% | +113.9% | -37.6% | +15.5% |
| 5Y | +58.1% | +157.4% | -99.2% | -10.6% |
| 10Y | +416.4% | +369.0% | +47.4% | +139.5% |
| All | +416.4% | +371.2% | +45.2% | +139.5% |
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