+482.4%
CSX vs INDA
+80.4%
+401.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +1.2% |
| 30D | -2.3% | -2.5% | +0.3% | -0.9% |
| 3M | +4.3% | +4.0% | +0.3% | +1.9% |
| 6M | +23.4% | -1.8% | +25.2% | +24.0% |
| YTD | +36.4% | -9.2% | +45.6% | +43.0% |
| 1Y | +53.0% | -7.2% | +60.2% | +58.2% |
| 3Y | +70.6% | +9.8% | +60.8% | +59.0% |
| 5Y | +65.5% | +7.5% | +58.0% | +55.0% |
| 10Y | +482.4% | +80.8% | +401.6% | +288.1% |
| All | +482.4% | +80.4% | +401.9% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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