+72.8%
CSX vs COMP
-52.8%
+125.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +2.1% |
| 7D | +0.1% | +9.5% | -9.4% | -0.6% |
| 30D | +9.7% | +8.1% | +1.7% | +9.0% |
| 3M | +2.3% | -16.3% | +18.6% | +3.3% |
| 6M | +17.1% | +42.2% | -25.1% | +12.9% |
| YTD | +44.9% | -5.0% | +49.9% | +43.3% |
| 1Y | +47.1% | +20.1% | +27.0% | +42.7% |
| 3Y | +78.6% | +358.4% | -279.9% | +50.2% |
| 5Y | +57.2% | -21.9% | +79.1% | +39.3% |
| All | +72.8% | -52.8% | +125.5% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling