+67.8%
CSX vs IR
+45.6%
+22.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | -3.4% | -2.8% | -0.6% | -2.3% |
| 30D | -3.1% | -15.1% | +12.1% | +3.1% |
| 3M | +7.2% | +6.1% | +1.1% | +4.2% |
| 6M | +16.2% | -16.8% | +33.0% | +23.8% |
| YTD | +37.5% | -3.5% | +41.1% | +37.7% |
| 1Y | +53.2% | -3.5% | +56.7% | +52.8% |
| 3Y | +68.2% | +9.5% | +58.8% | +53.8% |
| All | +67.8% | +45.6% | +22.2% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling