+53.6%
CSX vs ATI
+894.3%
-840.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -1.4% |
| 7D | -2.7% | -3.8% | +1.1% | -2.2% |
| 30D | +7.0% | -13.5% | +20.5% | +9.3% |
| 3M | -0.3% | -17.9% | +17.6% | +2.4% |
| 6M | +13.5% | +8.4% | +5.2% | +10.3% |
| YTD | +41.5% | +46.7% | -5.2% | +29.8% |
| 1Y | +45.8% | +74.5% | -28.7% | +29.6% |
| 3Y | +74.4% | +303.7% | -229.3% | +24.9% |
| 5Y | +53.6% | +848.9% | -795.3% | -8.5% |
| All | +53.6% | +894.3% | -840.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 5y: compounded portfolio wealth divided by compounded ATI 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…
5y analysis · Full analysis span regression · 6 months rolling