+409.0%
CSX vs IT
+88.3%
+320.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +0.7% | -7.5% | +8.2% | +2.9% |
| 30D | +8.1% | -1.2% | +9.2% | +8.0% |
| 3M | +2.2% | -2.2% | +4.4% | +1.6% |
| 6M | +14.6% | +19.1% | -4.5% | +5.4% |
| YTD | +42.2% | -25.1% | +67.3% | +49.5% |
| 1Y | +47.3% | -17.4% | +64.7% | +49.2% |
| 3Y | +73.5% | -54.1% | +127.6% | +111.4% |
| 5Y | +54.1% | -42.7% | +96.8% | +65.5% |
| 10Y | +409.0% | +88.1% | +320.8% | +203.8% |
| All | +409.0% | +88.3% | +320.7% | +203.8% |
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