+45.8%
CSX vs AXP
-8.6%
+54.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -2.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | +7.0% | +7.0% | 0.0% | +6.2% |
| 3M | -0.3% | -6.6% | +6.3% | +0.5% |
| 6M | +13.5% | +3.5% | +10.1% | +12.7% |
| YTD | +41.5% | -11.2% | +52.7% | +44.9% |
| 1Y | +45.8% | -10.2% | +55.9% | +47.8% |
| All | +45.8% | -8.6% | +54.4% | +47.8% |
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