+72.2%
CSX vs LIN
+27.3%
+45.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | -3.4% | -2.1% | -1.3% | -2.5% |
| 30D | -3.1% | -2.4% | -0.7% | -2.1% |
| 3M | +7.2% | -5.6% | +12.7% | +9.5% |
| 6M | +16.2% | -3.4% | +19.6% | +17.3% |
| YTD | +37.5% | +13.1% | +24.4% | +28.5% |
| 1Y | +53.2% | +2.5% | +50.8% | +50.5% |
| All | +72.2% | +27.3% | +45.0% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling