+10,056.0%
CSX vs B
+714.7%
+9,341.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -2.7% | +4.3% | -7.0% | -3.0% |
| 30D | +7.0% | -0.9% | +7.9% | +7.0% |
| 3M | -0.3% | -1.4% | +1.1% | -0.4% |
| 6M | +13.5% | +5.0% | +8.5% | +12.7% |
| YTD | +41.5% | -5.8% | +47.3% | +41.2% |
| 1Y | +45.8% | +25.6% | +20.2% | +42.4% |
| 3Y | +74.4% | +161.6% | -87.2% | +59.8% |
| 5Y | +53.6% | +135.2% | -81.6% | +40.9% |
| 10Y | +465.6% | +170.7% | +294.9% | +403.6% |
| All | +10,056.0% | +714.7% | +9,341.3% | +10,530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling