+9,714.3%
CSX vs CTAS
+25,665.7%
-15,951.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | -5.5% | +1.2% | -6.7% | -5.9% |
| 30D | +4.9% | +12.8% | -7.8% | +0.4% |
| 3M | -2.9% | +10.3% | -13.1% | -6.5% |
| 6M | +8.3% | +32.0% | -23.6% | -2.9% |
| YTD | +36.7% | +19.1% | +17.6% | +27.1% |
| 1Y | +41.5% | +21.5% | +20.0% | +30.5% |
| 3Y | +68.6% | +76.0% | -7.4% | +34.2% |
| 5Y | +48.4% | +110.9% | -62.4% | +10.0% |
| 10Y | +446.6% | +849.8% | -403.2% | +138.3% |
| All | +9,714.3% | +25,665.7% | -15,951.4% | +1,722.0% |
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