+9,714.3%
CSX vs LOW
+39,052.6%
-29,338.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -5.5% | +7.4% | -12.9% | -7.8% |
| 30D | +4.9% | +24.5% | -19.5% | -2.4% |
| 3M | -2.9% | +3.5% | -6.3% | -4.2% |
| 6M | +8.3% | -2.6% | +10.9% | +8.6% |
| YTD | +36.7% | -4.8% | +41.6% | +37.7% |
| 1Y | +41.5% | -0.8% | +42.3% | +40.4% |
| 3Y | +68.6% | +22.8% | +45.8% | +54.8% |
| 5Y | +48.4% | +5.3% | +43.1% | +41.5% |
| 10Y | +446.6% | +309.5% | +137.1% | +232.9% |
| All | +9,714.3% | +39,052.6% | -29,338.3% | +2,140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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