+427.3%
CSX vs ASX
+754.3%
-326.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -4.5% |
| 7D | -5.5% | -19.9% | +14.4% | -2.1% |
| 30D | +4.9% | -30.9% | +35.8% | +11.1% |
| 3M | -2.9% | -15.1% | +12.2% | -1.8% |
| 6M | +8.3% | -6.5% | +14.8% | +4.9% |
| YTD | +36.7% | +98.4% | -61.7% | +10.4% |
| 1Y | +41.5% | +107.9% | -66.4% | +12.9% |
| 3Y | +68.6% | +325.3% | -256.7% | +7.9% |
| 5Y | +48.4% | +447.3% | -398.9% | -14.1% |
| All | +427.3% | +754.3% | -326.9% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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