+4,712.2%
CSX vs ALL
+3,771.7%
+940.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | -2.7% | +4.2% | -6.9% | -4.3% |
| 30D | +7.0% | +18.9% | -11.9% | -0.3% |
| 3M | -0.3% | +1.2% | -1.5% | -1.2% |
| 6M | +13.5% | +23.2% | -9.7% | +3.3% |
| YTD | +41.5% | +30.0% | +11.5% | +25.3% |
| 1Y | +45.8% | +39.6% | +6.2% | +25.2% |
| 3Y | +74.4% | +115.2% | -40.9% | +22.5% |
| 5Y | +53.6% | +156.2% | -102.6% | -2.1% |
| 10Y | +465.6% | +398.0% | +67.6% | +172.7% |
| All | +4,712.2% | +3,771.7% | +940.6% | +1,097.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling