+3,872.3%
CSX vs ARWR
-98.0%
+3,970.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.8% | +4.5% | -2.3% |
| 7D | -2.7% | -5.0% | +2.3% | -2.7% |
| 30D | +7.0% | -6.6% | +13.6% | +7.1% |
| 3M | -0.3% | -33.9% | +33.6% | 0.0% |
| 6M | +13.5% | -23.3% | +36.9% | +13.7% |
| YTD | +41.5% | -13.5% | +55.0% | +41.5% |
| 1Y | +45.8% | +42.5% | +3.2% | +45.2% |
| 3Y | +74.4% | +104.1% | -29.7% | +72.6% |
| 5Y | +53.6% | -28.8% | +82.4% | +52.9% |
| 10Y | +465.6% | +911.6% | -446.0% | +448.1% |
| All | +3,872.3% | -98.0% | +3,970.3% | +3,086.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling