+187.5%
CSX vs CARR
+425.9%
-238.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | -0.6% | +0.6% | -1.2% | -0.8% |
| 30D | -3.2% | -8.7% | +5.4% | -0.8% |
| 3M | +2.6% | -18.4% | +20.9% | +8.1% |
| 6M | +19.8% | -0.6% | +20.4% | +18.7% |
| YTD | +34.7% | +10.9% | +23.7% | +29.2% |
| 1Y | +52.1% | -7.3% | +59.4% | +53.1% |
| 3Y | +68.4% | +2.9% | +65.5% | +61.2% |
| 5Y | +65.1% | +9.6% | +55.5% | +50.1% |
| All | +187.5% | +425.9% | -238.4% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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