+418.4%
CSX vs ARWR
+1,009.4%
-591.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.4% | +1.3% |
| 7D | +3.1% | -17.9% | +21.0% | +4.6% |
| 30D | +9.7% | -18.9% | +28.6% | +11.4% |
| 3M | +4.9% | -46.0% | +50.9% | +9.9% |
| 6M | +18.4% | -40.3% | +58.7% | +22.5% |
| YTD | +45.9% | -29.0% | +74.9% | +48.2% |
| 1Y | +50.0% | +13.8% | +36.1% | +45.9% |
| 3Y | +78.0% | +74.9% | +3.1% | +61.0% |
| 5Y | +59.2% | -36.2% | +95.4% | +51.1% |
| All | +418.4% | +1,009.4% | -591.0% | +335.2% |
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