+409.0%
CSX vs CTAS
+820.8%
-411.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +8.1% | +11.3% | -3.2% | +2.2% |
| 3M | +2.2% | +11.4% | -9.2% | -3.7% |
| 6M | +14.6% | +35.6% | -21.0% | -3.4% |
| YTD | +42.2% | +20.7% | +21.5% | +27.1% |
| 1Y | +47.3% | +22.8% | +24.5% | +30.3% |
| 3Y | +73.5% | +73.4% | +0.1% | +23.5% |
| 5Y | +54.1% | +117.6% | -63.5% | -4.9% |
| 10Y | +409.0% | +818.4% | -409.5% | +50.6% |
| All | +409.0% | +820.8% | -411.8% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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