+418.4%
CSX vs INDA
+115.8%
+302.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.1% | +3.1% | 0.0% | +1.4% |
| 30D | +9.7% | +9.1% | +0.6% | +4.6% |
| 3M | +4.9% | +3.2% | +1.7% | +3.0% |
| 6M | +18.4% | +8.5% | +9.9% | +12.7% |
| YTD | +45.9% | -4.6% | +50.5% | +48.8% |
| 1Y | +50.0% | -5.5% | +55.5% | +53.7% |
| 3Y | +78.0% | +16.7% | +61.3% | +60.1% |
| 5Y | +59.2% | +9.0% | +50.2% | +47.9% |
| All | +418.4% | +115.8% | +302.5% | +210.4% |
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