+619.1%
CSX vs AR
-32.8%
+651.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.0% |
| 7D | -2.7% | -11.7% | +9.0% | -1.3% |
| 30D | +7.0% | +1.8% | +5.2% | +6.7% |
| 3M | -0.3% | +6.0% | -6.3% | -1.2% |
| 6M | +13.5% | -7.0% | +20.6% | +14.0% |
| YTD | +41.5% | +5.6% | +35.9% | +39.3% |
| 1Y | +45.8% | +10.8% | +34.9% | +42.5% |
| 3Y | +74.4% | +19.3% | +55.1% | +65.5% |
| 5Y | +53.6% | +73.3% | -19.7% | +35.9% |
| 10Y | +465.6% | +47.6% | +418.0% | +369.0% |
| All | +619.1% | -32.8% | +651.9% | +539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling