+416.4%
CSX vs JD
+31.1%
+385.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +8.7% | +4.2% | +4.5% | +8.0% |
| 3M | +4.2% | -12.8% | +17.0% | +5.9% |
| 6M | +16.7% | -8.8% | +25.5% | +17.6% |
| YTD | +44.5% | +0.5% | +44.0% | +43.4% |
| 1Y | +50.3% | -8.8% | +59.0% | +51.1% |
| 3Y | +76.3% | +18.6% | +57.7% | +65.0% |
| 5Y | +58.1% | -62.2% | +120.4% | +68.9% |
| 10Y | +416.4% | +32.2% | +384.2% | +283.1% |
| All | +416.4% | +31.1% | +385.3% | +283.1% |
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