+427.3%
CSX vs JD
+31.9%
+395.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.6% |
| 7D | -5.5% | +13.4% | -18.9% | -7.1% |
| 30D | +4.9% | +7.7% | -2.8% | +3.9% |
| 3M | -2.9% | -11.3% | +8.4% | -1.5% |
| 6M | +8.3% | -5.1% | +13.5% | +8.7% |
| YTD | +36.7% | +5.0% | +31.7% | +35.0% |
| 1Y | +41.5% | -5.6% | +47.1% | +41.7% |
| 3Y | +68.6% | +17.8% | +50.9% | +58.2% |
| 5Y | +48.4% | -57.2% | +105.6% | +54.6% |
| All | +427.3% | +31.9% | +395.4% | +299.6% |
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