+47.1%
CSX vs AXP
-6.4%
+53.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | +0.1% | +4.6% | -4.5% | -0.4% |
| 30D | +9.7% | +9.7% | 0.0% | +8.6% |
| 3M | +2.3% | -3.8% | +6.1% | +2.7% |
| 6M | +17.1% | +4.8% | +12.3% | +16.0% |
| YTD | +44.9% | -9.1% | +54.0% | +47.6% |
| 1Y | +47.1% | -6.7% | +53.8% | +47.3% |
| All | +47.1% | -6.4% | +53.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling