+240.4%
CSX vs IR
+328.3%
-87.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.8% |
| 7D | +0.1% | +11.6% | -11.4% | -4.3% |
| 30D | +9.7% | +7.2% | +2.6% | +6.3% |
| 3M | +2.3% | -5.9% | +8.2% | +4.3% |
| 6M | +17.1% | +11.5% | +5.6% | +10.7% |
| YTD | +44.9% | +6.3% | +38.6% | +38.7% |
| 1Y | +47.1% | +9.1% | +38.0% | +39.1% |
| 3Y | +78.6% | +29.2% | +49.4% | +52.7% |
| 5Y | +57.2% | +48.2% | +9.1% | +24.0% |
| All | +240.4% | +328.3% | -87.9% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling