+6,327.3%
CSX vs M
+458.3%
+5,868.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.6% | -5.0% | +0.7% |
| 7D | +0.1% | +8.3% | -8.1% | -1.9% |
| 30D | +9.7% | +14.2% | -4.4% | +6.1% |
| 3M | +2.3% | -1.1% | +3.4% | +2.1% |
| 6M | +17.1% | +36.6% | -19.5% | +6.9% |
| YTD | +44.9% | +19.8% | +25.1% | +35.9% |
| 1Y | +47.1% | +37.2% | +9.9% | +32.9% |
| 3Y | +78.6% | +124.5% | -45.9% | +33.4% |
| 5Y | +57.2% | +1.5% | +55.7% | +33.4% |
| 10Y | +479.2% | +7.8% | +471.4% | +285.2% |
| All | +6,327.3% | +458.3% | +5,868.9% | +2,121.6% |
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