+445.7%
CSX vs LIN
+430.4%
+15.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -1.9% |
| 7D | -2.7% | +3.6% | -6.3% | -4.7% |
| 30D | +7.0% | +6.4% | +0.6% | +3.2% |
| 3M | -0.3% | +6.5% | -6.8% | -4.0% |
| 6M | +13.5% | +4.9% | +8.7% | +9.8% |
| YTD | +41.5% | +23.4% | +18.1% | +23.4% |
| 1Y | +45.8% | +26.3% | +19.4% | +25.2% |
| 3Y | +74.4% | +38.0% | +36.4% | +40.2% |
| 5Y | +53.6% | +68.0% | -14.4% | +6.9% |
| All | +445.7% | +430.4% | +15.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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