+74.5%
CSX vs COMP
+309.8%
-235.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.8% | -1.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.6% |
| 30D | +7.0% | -0.8% | +7.8% | +7.0% |
| 3M | -0.3% | -28.1% | +27.8% | +1.4% |
| 6M | +13.5% | +27.0% | -13.5% | +10.9% |
| YTD | +41.5% | -12.8% | +54.3% | +40.8% |
| 1Y | +45.8% | +4.9% | +40.9% | +43.2% |
| All | +74.5% | +309.8% | -235.3% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling