+39.2%
CSX vs IRE
-97.2%
+136.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +39.6% | -42.9% | -3.5% |
| 7D | -5.5% | -27.2% | +21.7% | -5.4% |
| 30D | +4.9% | -75.1% | +80.1% | +5.9% |
| 3M | -2.9% | -77.9% | +75.0% | -2.0% |
| 6M | +8.3% | -94.6% | +102.9% | +11.1% |
| YTD | +36.7% | -91.5% | +128.3% | +38.1% |
| 1Y | +41.5% | -97.8% | +139.3% | +42.8% |
| All | +39.2% | -97.2% | +136.5% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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