+67.8%
CSX vs ALL
+118.4%
-50.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | -1.5% | -1.6% | -2.8% |
| 3M | +7.2% | +23.6% | -16.5% | +0.5% |
| 6M | +16.2% | +22.3% | -6.2% | +9.1% |
| YTD | +37.5% | +26.5% | +11.0% | +27.6% |
| 1Y | +53.2% | +27.0% | +26.2% | +41.6% |
| 3Y | +68.2% | +149.6% | -81.3% | +22.5% |
| All | +67.8% | +118.4% | -50.6% | +26.0% |
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