+53.6%
CSX vs GEN
+32.4%
+21.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -2.7% | +8.5% | -11.2% | -4.0% |
| 30D | +7.0% | +34.2% | -27.2% | +1.9% |
| 3M | -0.3% | +10.0% | -10.3% | -2.3% |
| 6M | +13.5% | +56.8% | -43.2% | +3.6% |
| YTD | +41.5% | +14.2% | +27.3% | +37.4% |
| 1Y | +45.8% | +20.8% | +25.0% | +39.8% |
| 3Y | +74.4% | +84.1% | -9.7% | +53.1% |
| 5Y | +53.6% | +37.1% | +16.5% | +36.9% |
| All | +53.6% | +32.4% | +21.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling