+58.3%
CSX vs MAR
+181.1%
-122.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.0% | +1.6% | +4.4% | +5.4% |
| 30D | +7.8% | +13.8% | -6.0% | +2.7% |
| 3M | +4.1% | +20.3% | -16.2% | -2.8% |
| 6M | +17.9% | +21.3% | -3.4% | +9.2% |
| YTD | +44.9% | +37.2% | +7.7% | +27.4% |
| 1Y | +51.1% | +48.4% | +2.7% | +28.8% |
| 3Y | +78.3% | +120.1% | -41.9% | +29.3% |
| All | +58.3% | +181.1% | -122.8% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling