+68.6%
CSX vs ITW
+29.5%
+39.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.4% |
| 7D | -5.5% | +0.9% | -6.4% | -6.0% |
| 30D | +4.9% | +7.6% | -2.6% | +0.4% |
| 3M | -2.9% | -4.0% | +1.2% | -0.5% |
| 6M | +8.3% | +9.2% | -0.9% | +2.1% |
| YTD | +36.7% | +16.2% | +20.5% | +23.7% |
| 1Y | +41.5% | +17.9% | +23.6% | +26.6% |
| 3Y | +68.6% | +30.6% | +38.0% | +34.0% |
| All | +68.6% | +29.5% | +39.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling