+41.5%
CSX vs IT
-20.0%
+61.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.7% | -3.2% |
| 7D | -5.5% | -16.9% | +11.4% | -5.0% |
| 30D | +4.9% | +2.3% | +2.6% | +5.3% |
| 3M | -2.9% | +2.9% | -5.7% | -2.5% |
| 6M | +8.3% | +25.9% | -17.5% | +8.7% |
| YTD | +36.7% | -24.6% | +61.4% | +38.3% |
| 1Y | +41.5% | -16.0% | +57.5% | +38.9% |
| All | +41.5% | -20.0% | +61.5% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling