+67.8%
CSX vs INDA
+8.8%
+59.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -3.1% | -0.8% | -2.3% | -2.7% |
| 3M | +7.2% | +3.9% | +3.2% | +5.1% |
| 6M | +16.2% | -0.7% | +16.9% | +16.2% |
| YTD | +37.5% | -7.7% | +45.2% | +42.4% |
| 1Y | +53.2% | -5.1% | +58.3% | +56.2% |
| 3Y | +68.2% | +13.6% | +54.6% | +53.8% |
| All | +67.8% | +8.8% | +59.0% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling