+52.0%
CSX vs ALL
+145.6%
-93.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -2.2% | -3.9% | +1.7% | -1.1% |
| 30D | +6.8% | +10.6% | -3.8% | +4.0% |
| 3M | +0.7% | -4.6% | +5.2% | +1.9% |
| 6M | +13.3% | +20.2% | -6.9% | +6.8% |
| YTD | +40.5% | +23.7% | +16.8% | +30.9% |
| 1Y | +44.7% | +27.9% | +16.8% | +33.3% |
| 3Y | +74.5% | +109.2% | -34.7% | +34.3% |
| 5Y | +52.0% | +148.0% | -96.0% | +7.7% |
| All | +52.0% | +145.6% | -93.6% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling