+4,244.5%
CSX vs IT
+6,493.7%
-2,249.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -1.4% |
| 7D | -2.7% | -12.0% | +9.3% | -0.2% |
| 30D | +7.0% | +7.1% | -0.1% | +5.1% |
| 3M | -0.3% | +6.3% | -6.6% | -2.5% |
| 6M | +13.5% | +32.5% | -19.0% | +4.2% |
| YTD | +41.5% | -21.5% | +63.0% | +43.6% |
| 1Y | +45.8% | -16.5% | +62.2% | +45.7% |
| 3Y | +74.4% | -48.8% | +123.2% | +90.7% |
| 5Y | +53.6% | -40.2% | +93.9% | +59.9% |
| 10Y | +465.6% | +112.1% | +353.5% | +337.4% |
| All | +4,244.5% | +6,493.7% | -2,249.2% | +1,667.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling