+416.4%
CSX vs IT
+93.0%
+323.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | -0.3% | -6.8% | +6.6% | +1.7% |
| 30D | +8.7% | -0.6% | +9.3% | +8.4% |
| 3M | +4.2% | +3.1% | +1.1% | +2.1% |
| 6M | +16.7% | +25.5% | -8.8% | +5.7% |
| YTD | +44.5% | -23.5% | +68.0% | +51.0% |
| 1Y | +50.3% | -16.6% | +66.9% | +52.0% |
| 3Y | +76.3% | -53.1% | +129.4% | +113.5% |
| 5Y | +58.1% | -41.4% | +99.6% | +68.9% |
| 10Y | +416.4% | +90.9% | +325.5% | +205.2% |
| All | +416.4% | +93.0% | +323.4% | +205.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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