+65.5%
CSX vs CARR
+13.1%
+52.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.6% | +3.2% | -2.6% | -0.4% |
| 30D | -2.3% | -7.7% | +5.4% | +0.3% |
| 3M | +4.3% | -11.9% | +16.2% | +8.2% |
| 6M | +23.4% | +2.0% | +21.3% | +20.7% |
| YTD | +36.4% | +13.2% | +23.3% | +28.4% |
| 1Y | +53.0% | -8.5% | +61.6% | +54.8% |
| 3Y | +70.6% | +5.0% | +65.7% | +58.2% |
| 5Y | +65.5% | +12.0% | +53.5% | +40.8% |
| All | +65.5% | +13.1% | +52.3% | +40.8% |
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