+9,986.1%
CSX vs ITW
+10,253.6%
-267.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +1.5% |
| 7D | -2.2% | -1.1% | -1.1% | -1.5% |
| 30D | +6.8% | +8.6% | -1.7% | +1.7% |
| 3M | +0.7% | -2.7% | +3.4% | +2.2% |
| 6M | +13.3% | +14.0% | -0.7% | +4.3% |
| YTD | +40.5% | +18.6% | +21.9% | +26.1% |
| 1Y | +44.7% | +19.8% | +24.9% | +29.0% |
| 3Y | +74.5% | +34.8% | +39.7% | +43.9% |
| 5Y | +52.0% | +37.5% | +14.5% | +22.7% |
| 10Y | +412.6% | +199.9% | +212.7% | +161.5% |
| All | +9,986.1% | +10,253.6% | -267.5% | +971.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling