+3,890.3%
CSX vs AXON
+101,343.3%
-97,453.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.0% | +1.4% |
| 7D | -3.4% | -14.2% | +10.8% | -1.6% |
| 30D | -3.1% | -15.4% | +12.3% | -1.4% |
| 3M | +7.2% | +0.5% | +6.7% | +6.1% |
| 6M | +16.2% | -9.5% | +25.7% | +15.7% |
| YTD | +37.5% | -9.2% | +46.7% | +36.1% |
| 1Y | +53.2% | -29.4% | +82.6% | +56.2% |
| 3Y | +68.2% | +139.4% | -71.2% | +41.7% |
| 5Y | +65.2% | +178.9% | -113.7% | +33.1% |
| 10Y | +504.1% | +1,840.8% | -1,336.7% | +256.0% |
| All | +3,890.3% | +101,343.3% | -97,453.0% | +1,545.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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