+75.6%
CSX vs CART
+41.0%
+34.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.1% | +2.6% |
| 7D | +0.1% | +1.4% | -1.2% | +0.1% |
| 30D | +9.7% | +29.7% | -19.9% | +8.5% |
| 3M | +2.3% | +29.7% | -27.4% | +1.1% |
| 6M | +17.1% | +36.8% | -19.7% | +15.2% |
| YTD | +44.9% | +31.7% | +13.2% | +42.7% |
| 1Y | +47.1% | +62.4% | -15.3% | +42.8% |
| 3Y | +78.6% | +120.1% | -41.5% | +68.3% |
| All | +75.6% | +41.0% | +34.6% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling