+67.8%
CSX vs AXP
+118.2%
-50.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -3.4% | -2.1% | -1.3% | -2.7% |
| 30D | -3.1% | -6.5% | +3.5% | -0.8% |
| 3M | +7.2% | +4.6% | +2.5% | +5.0% |
| 6M | +16.2% | +5.4% | +10.7% | +13.1% |
| YTD | +37.5% | -11.1% | +48.7% | +42.0% |
| 1Y | +53.2% | -0.3% | +53.5% | +51.1% |
| 3Y | +68.2% | +111.6% | -43.3% | +24.2% |
| All | +67.8% | +118.2% | -50.4% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling