+72.3%
CSX vs COMP
-51.7%
+124.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.4% |
| 7D | -0.3% | +2.2% | -2.5% | -0.5% |
| 30D | +8.7% | +16.3% | -7.6% | +7.3% |
| 3M | +4.2% | -19.1% | +23.4% | +5.5% |
| 6M | +16.7% | +17.1% | -0.4% | +14.4% |
| YTD | +44.5% | -2.9% | +47.4% | +42.5% |
| 1Y | +50.3% | +8.8% | +41.5% | +46.9% |
| 3Y | +76.3% | +423.5% | -347.2% | +46.6% |
| 5Y | +58.1% | -10.5% | +68.6% | +39.3% |
| All | +72.3% | -51.7% | +124.0% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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