+409.0%
CSX vs MAR
+528.1%
-119.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.2% |
| 7D | +0.7% | +2.9% | -2.1% | -0.3% |
| 30D | +8.1% | +17.0% | -9.0% | +1.8% |
| 3M | +2.2% | +23.2% | -21.0% | -5.6% |
| 6M | +14.6% | +21.7% | -7.1% | +5.8% |
| YTD | +42.2% | +38.9% | +3.3% | +24.4% |
| 1Y | +47.3% | +48.7% | -1.4% | +25.3% |
| 3Y | +73.5% | +122.9% | -49.4% | +25.1% |
| 5Y | +54.1% | +177.5% | -123.4% | -0.3% |
| 10Y | +409.0% | +537.5% | -128.6% | +120.6% |
| All | +409.0% | +528.1% | -119.2% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling