+59.2%
CSX vs CARR
+6.5%
+52.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.1% |
| 7D | +3.1% | +2.2% | +0.9% | +2.4% |
| 30D | +9.7% | -0.8% | +10.5% | +9.9% |
| 3M | +4.9% | -13.4% | +18.4% | +9.9% |
| 6M | +18.4% | -16.4% | +34.8% | +24.6% |
| YTD | +45.9% | +4.5% | +41.3% | +40.7% |
| 1Y | +50.0% | -1.4% | +51.3% | +47.5% |
| 3Y | +78.0% | +10.0% | +68.0% | +59.9% |
| 5Y | +59.2% | +4.2% | +55.0% | +41.1% |
| All | +59.2% | +6.5% | +52.6% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling