+5,648.3%
CSX vs LIN
+10,822.5%
-5,174.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.3% |
| 7D | +0.1% | +3.3% | -3.1% | -1.5% |
| 30D | +9.7% | +8.8% | +1.0% | +5.2% |
| 3M | +2.3% | +8.6% | -6.4% | -2.0% |
| 6M | +17.1% | +7.0% | +10.1% | +12.7% |
| YTD | +44.9% | +24.3% | +20.6% | +29.1% |
| 1Y | +47.1% | +27.3% | +19.8% | +29.3% |
| 3Y | +78.6% | +38.9% | +39.6% | +49.2% |
| 5Y | +57.2% | +69.4% | -12.2% | +17.3% |
| 10Y | +479.2% | +440.7% | +38.5% | +142.5% |
| All | +5,648.3% | +10,822.5% | -5,174.2% | +859.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling