+41.5%
CSX vs AS
+120.4%
-78.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.4% |
| 7D | -3.4% | -4.9% | +1.5% | -2.8% |
| 30D | -3.1% | -19.6% | +16.5% | -0.5% |
| 3M | +7.2% | -14.4% | +21.6% | +8.9% |
| 6M | +16.2% | -20.1% | +36.3% | +18.8% |
| YTD | +37.5% | -20.9% | +58.5% | +40.6% |
| 1Y | +53.2% | -21.9% | +75.1% | +56.6% |
| All | +41.5% | +120.4% | -78.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling