+53.2%
CSX vs M
+46.1%
+7.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.7% |
| 7D | -3.4% | +4.7% | -8.1% | -3.7% |
| 30D | -3.1% | -9.6% | +6.6% | -2.4% |
| 3M | +7.2% | +0.9% | +6.3% | +6.7% |
| 6M | +16.2% | +22.3% | -6.1% | +12.7% |
| YTD | +37.5% | +6.5% | +31.0% | +35.5% |
| 1Y | +53.2% | +38.8% | +14.5% | +44.4% |
| All | +53.2% | +46.1% | +7.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling