+427.3%
CSX vs IT
+100.5%
+326.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.7% | -2.2% |
| 7D | -5.5% | -16.9% | +11.4% | -0.8% |
| 30D | +4.9% | +2.3% | +2.6% | +3.8% |
| 3M | -2.9% | +2.9% | -5.7% | -4.8% |
| 6M | +8.3% | +25.9% | -17.5% | -2.1% |
| YTD | +36.7% | -24.6% | +61.4% | +43.5% |
| 1Y | +41.5% | -16.0% | +57.5% | +42.5% |
| 3Y | +68.6% | -51.6% | +120.2% | +101.1% |
| 5Y | +48.4% | -42.6% | +91.1% | +59.5% |
| All | +427.3% | +100.5% | +326.8% | +208.0% |
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