+72.2%
CSX vs M
+117.7%
-45.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.5% |
| 7D | -3.4% | +4.7% | -8.1% | -3.9% |
| 30D | -3.1% | -9.6% | +6.6% | -1.9% |
| 3M | +7.2% | +0.9% | +6.3% | +6.7% |
| 6M | +16.2% | +22.3% | -6.1% | +12.3% |
| YTD | +37.5% | +6.5% | +31.0% | +35.3% |
| 1Y | +53.2% | +38.8% | +14.5% | +44.7% |
| All | +72.2% | +117.7% | -45.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling