+67.8%
CSX vs ITW
+34.1%
+33.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.2% |
| 7D | -3.4% | -3.6% | +0.2% | -1.1% |
| 30D | -3.1% | -9.1% | +6.1% | +3.0% |
| 3M | +7.2% | +8.2% | -1.0% | +1.4% |
| 6M | +16.2% | -4.8% | +20.9% | +19.3% |
| YTD | +37.5% | +11.0% | +26.5% | +27.6% |
| 1Y | +53.2% | +4.2% | +49.0% | +47.7% |
| 3Y | +68.2% | +17.3% | +51.0% | +48.6% |
| All | +67.8% | +34.1% | +33.7% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling