+50.0%
CSX vs B
+7.9%
+42.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.2% |
| 7D | +3.1% | -6.2% | +9.3% | +3.6% |
| 30D | +9.7% | -6.6% | +16.3% | +10.1% |
| 3M | +4.9% | -7.9% | +12.8% | +5.4% |
| 6M | +18.4% | -16.8% | +35.2% | +20.0% |
| YTD | +45.9% | -11.7% | +57.5% | +46.1% |
| 1Y | +50.0% | +3.5% | +46.5% | +48.4% |
| All | +50.0% | +7.9% | +42.1% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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