+3,644.7%
CSX vs ITOT
+874.9%
+2,769.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +0.1% |
| 7D | -2.2% | +0.2% | -2.4% | -2.6% |
| 30D | +6.8% | -3.0% | +9.9% | +10.2% |
| 3M | +0.7% | -2.7% | +3.4% | +3.4% |
| 6M | +13.3% | +2.6% | +10.7% | +9.0% |
| YTD | +40.5% | +11.5% | +29.1% | +23.1% |
| 1Y | +44.7% | +13.5% | +31.2% | +24.1% |
| 3Y | +74.5% | +79.7% | -5.2% | -13.0% |
| 5Y | +52.0% | +64.2% | -12.2% | -17.6% |
| 10Y | +412.6% | +290.2% | +122.5% | -1.3% |
| All | +3,644.7% | +874.9% | +2,769.8% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling