+67.8%
CSX vs AR
+143.7%
-75.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -3.4% | +2.5% | -5.9% | -3.7% |
| 30D | -3.1% | +14.8% | -17.9% | -4.6% |
| 3M | +7.2% | +6.2% | +0.9% | +6.2% |
| 6M | +16.2% | +4.3% | +11.9% | +15.0% |
| YTD | +37.5% | +14.4% | +23.2% | +34.2% |
| 1Y | +53.2% | +21.3% | +31.9% | +47.9% |
| 3Y | +68.2% | +39.8% | +28.4% | +55.3% |
| All | +67.8% | +143.7% | -75.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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