+45.6%
CSX vs GAP
-4.6%
+50.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +2.4% |
| 7D | -2.2% | 0.0% | -2.3% | -2.2% |
| 30D | +6.8% | -4.3% | +11.1% | +7.2% |
| 3M | +0.7% | +9.4% | -8.7% | -0.2% |
| 6M | +13.3% | -3.3% | +16.5% | +13.7% |
| YTD | +40.5% | -10.5% | +51.1% | +42.4% |
| All | +45.6% | -4.6% | +50.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling