+482.4%
CSX vs ITOT
+292.7%
+189.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.3% |
| 7D | +0.6% | +0.7% | 0.0% | 0.0% |
| 30D | -2.3% | -1.1% | -1.2% | -1.2% |
| 3M | +4.3% | +3.9% | +0.4% | +0.2% |
| 6M | +23.4% | +14.7% | +8.6% | +7.3% |
| YTD | +36.4% | +13.3% | +23.1% | +20.1% |
| 1Y | +53.0% | +19.1% | +33.9% | +28.0% |
| 3Y | +70.6% | +77.3% | -6.7% | -5.9% |
| 5Y | +65.5% | +74.1% | -8.6% | -8.0% |
| 10Y | +482.4% | +293.1% | +189.2% | +30.0% |
| All | +482.4% | +292.7% | +189.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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