+10,056.0%
CSX vs CTAS
+26,135.0%
-16,079.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -2.7% | +3.8% | -6.5% | -4.0% |
| 30D | +7.0% | +15.5% | -8.5% | +1.4% |
| 3M | -0.3% | +12.7% | -13.0% | -4.8% |
| 6M | +13.5% | +34.5% | -20.9% | +1.1% |
| YTD | +41.5% | +21.3% | +20.2% | +30.6% |
| 1Y | +45.8% | +23.1% | +22.7% | +33.8% |
| 3Y | +74.4% | +79.3% | -5.0% | +37.8% |
| 5Y | +53.6% | +114.7% | -61.1% | +13.1% |
| 10Y | +465.6% | +867.1% | -401.5% | +144.9% |
| All | +10,056.0% | +26,135.0% | -16,079.0% | +1,772.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling