+239.5%
CSX vs IR
+332.9%
-93.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.8% |
| 30D | +8.7% | +7.6% | +1.1% | +5.1% |
| 3M | +4.2% | +0.1% | +4.1% | +3.6% |
| 6M | +16.7% | +14.0% | +2.7% | +9.3% |
| YTD | +44.5% | +7.5% | +37.0% | +37.7% |
| 1Y | +50.3% | +10.1% | +40.1% | +41.6% |
| 3Y | +76.3% | +24.9% | +51.5% | +53.0% |
| 5Y | +58.1% | +46.9% | +11.3% | +25.2% |
| All | +239.5% | +332.9% | -93.4% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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