+6,176.6%
CSX vs M
+425.5%
+5,751.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.5% | -0.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | +7.0% | +7.7% | -0.7% | +4.9% |
| 3M | -0.3% | -4.4% | +4.1% | +0.4% |
| 6M | +13.5% | +27.5% | -14.0% | +5.4% |
| YTD | +41.5% | +12.8% | +28.7% | +34.7% |
| 1Y | +45.8% | +20.7% | +25.0% | +36.0% |
| 3Y | +74.4% | +111.3% | -36.9% | +32.2% |
| 5Y | +53.6% | -6.3% | +59.9% | +33.0% |
| 10Y | +465.6% | +1.5% | +464.1% | +281.7% |
| All | +6,176.6% | +425.5% | +5,751.1% | +2,101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling