+48.2%
CSX vs M
-11.5%
+59.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.7% |
| 7D | -5.5% | -4.3% | -1.2% | -4.9% |
| 30D | +4.9% | +1.3% | +3.7% | +4.7% |
| 3M | -2.9% | -7.4% | +4.5% | -2.0% |
| 6M | +8.3% | +18.3% | -10.0% | +5.0% |
| YTD | +36.7% | +7.6% | +29.2% | +34.0% |
| 1Y | +41.5% | +17.4% | +24.1% | +36.7% |
| 3Y | +68.6% | +108.4% | -39.7% | +43.4% |
| All | +48.2% | -11.5% | +59.6% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling