+73.5%
CSX vs JD
+21.0%
+52.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.7% | +5.2% | -4.5% | +0.4% |
| 30D | +8.1% | +4.5% | +3.6% | +7.7% |
| 3M | +2.2% | -15.4% | +17.6% | +3.2% |
| 6M | +14.6% | -6.0% | +20.6% | +14.8% |
| YTD | +42.2% | +2.2% | +40.0% | +41.5% |
| 1Y | +47.3% | -6.7% | +54.0% | +47.5% |
| 3Y | +73.5% | +20.5% | +53.0% | +70.4% |
| All | +73.5% | +21.0% | +52.5% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling