+71.5%
CSX vs CART
+37.6%
+33.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.2% |
| 7D | -2.7% | +1.2% | -3.9% | -2.7% |
| 30D | +7.0% | +27.1% | -20.1% | +5.9% |
| 3M | -0.3% | +27.4% | -27.7% | -1.4% |
| 6M | +13.5% | +32.1% | -18.6% | +11.9% |
| YTD | +41.5% | +28.5% | +13.0% | +39.5% |
| 1Y | +45.8% | +58.8% | -13.0% | +41.6% |
| 3Y | +74.4% | +114.8% | -40.4% | +64.5% |
| All | +71.5% | +37.6% | +33.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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