+9,772.3%
CSX vs LOW
+35,323.5%
-25,551.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.4% |
| 7D | -3.4% | -1.7% | -1.7% | -2.8% |
| 30D | -3.1% | -7.0% | +4.0% | -0.8% |
| 3M | +7.2% | -0.9% | +8.0% | +7.1% |
| 6M | +16.2% | -20.1% | +36.2% | +24.3% |
| YTD | +37.5% | -13.9% | +51.5% | +43.4% |
| 1Y | +53.2% | -21.1% | +74.4% | +64.0% |
| 3Y | +68.2% | -6.6% | +74.9% | +69.0% |
| 5Y | +65.2% | +9.4% | +55.9% | +55.9% |
| 10Y | +504.1% | +220.5% | +283.6% | +297.0% |
| All | +9,772.3% | +35,323.5% | -25,551.2% | +2,232.4% |
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