+409.0%
CSX vs ARWR
+1,055.7%
-646.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +0.7% | -17.7% | +18.4% | +2.1% |
| 30D | +8.1% | -21.9% | +30.0% | +10.1% |
| 3M | +2.2% | -44.5% | +46.7% | +6.8% |
| 6M | +14.6% | -32.6% | +47.2% | +17.4% |
| YTD | +42.2% | -26.2% | +68.4% | +44.1% |
| 1Y | +47.3% | +23.0% | +24.4% | +42.4% |
| 3Y | +73.5% | +81.8% | -8.2% | +56.5% |
| 5Y | +54.1% | -36.0% | +90.1% | +46.3% |
| 10Y | +409.0% | +1,039.5% | -630.6% | +326.4% |
| All | +409.0% | +1,055.7% | -646.7% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling