+504.6%
CSX vs AXP
+474.4%
+30.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -3.4% | -2.1% | -1.3% | -2.4% |
| 30D | -3.1% | -6.5% | +3.5% | -0.1% |
| 3M | +7.2% | +4.6% | +2.5% | +4.4% |
| 6M | +16.2% | +5.4% | +10.7% | +12.3% |
| YTD | +37.5% | -11.1% | +48.7% | +43.1% |
| 1Y | +53.2% | -0.3% | +53.5% | +50.4% |
| 3Y | +68.2% | +111.6% | -43.3% | +11.9% |
| 5Y | +65.2% | +117.6% | -52.3% | +3.6% |
| All | +504.6% | +474.4% | +30.2% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling