+412.6%
CSX vs JD
+31.7%
+381.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +3.1% |
| 7D | -2.2% | +7.9% | -10.1% | -3.2% |
| 30D | +6.8% | +4.8% | +2.1% | +6.1% |
| 3M | +0.7% | -13.9% | +14.6% | +2.5% |
| 6M | +13.3% | -5.8% | +19.1% | +13.7% |
| YTD | +40.5% | +2.4% | +38.1% | +39.2% |
| 1Y | +44.7% | -7.5% | +52.2% | +45.2% |
| 3Y | +74.5% | +20.9% | +53.6% | +63.0% |
| 5Y | +52.0% | -58.0% | +110.0% | +58.6% |
| 10Y | +412.6% | +28.9% | +383.8% | +283.9% |
| All | +412.6% | +31.7% | +381.0% | +283.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling