+53.2%
CSX vs JD
-5.6%
+58.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.8% |
| 7D | -3.4% | -1.7% | -1.7% | -3.3% |
| 30D | -3.1% | -13.2% | +10.1% | -2.6% |
| 3M | +7.2% | -3.2% | +10.4% | +7.1% |
| 6M | +16.2% | +15.2% | +0.9% | +14.4% |
| YTD | +37.5% | +2.0% | +35.6% | +36.6% |
| 1Y | +53.2% | -5.4% | +58.6% | +53.9% |
| All | +53.2% | -5.6% | +58.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling