+73.5%
CSX vs IR
+28.5%
+45.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.6% |
| 7D | +0.7% | +1.5% | -0.8% | +0.2% |
| 30D | +8.1% | +9.0% | -0.9% | +4.8% |
| 3M | +2.2% | -0.9% | +3.1% | +2.2% |
| 6M | +14.6% | +13.4% | +1.2% | +8.9% |
| YTD | +42.2% | +8.5% | +33.7% | +36.6% |
| 1Y | +47.3% | +11.3% | +36.1% | +40.1% |
| 3Y | +73.5% | +26.0% | +47.5% | +52.8% |
| All | +73.5% | +28.5% | +45.0% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling