+73.5%
CSX vs MAR
+126.2%
-52.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.9% |
| 3M | +2.2% | +23.2% | -21.0% | -5.5% |
| 6M | +14.6% | +21.7% | -7.1% | +5.7% |
| YTD | +42.2% | +38.9% | +3.3% | +23.5% |
| 1Y | +47.3% | +48.7% | -1.4% | +24.0% |
| 3Y | +73.5% | +122.9% | -49.4% | +18.5% |
| All | +73.5% | +126.2% | -52.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling