+721.6%
CSX vs INDA
+115.1%
+606.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 6M | +16.2% | -0.7% | +16.9% | +16.1% |
| YTD | +37.5% | -7.7% | +45.2% | +42.5% |
| 1Y | +53.2% | -5.1% | +58.3% | +56.3% |
| 3Y | +68.2% | +13.6% | +54.6% | +55.5% |
| 5Y | +65.2% | +7.8% | +57.4% | +56.0% |
| 10Y | +504.1% | +84.6% | +419.5% | +319.5% |
| All | +721.6% | +115.1% | +606.4% | +413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling