+48.2%
CSX vs MAR
+155.0%
-106.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | +4.3% | -9.8% | -7.0% |
| 30D | +4.9% | +16.8% | -11.9% | -0.9% |
| 3M | -2.9% | +16.0% | -18.9% | -8.1% |
| 6M | +8.3% | +16.5% | -8.1% | +1.9% |
| YTD | +36.7% | +35.0% | +1.7% | +21.0% |
| 1Y | +41.5% | +49.4% | -7.9% | +20.2% |
| 3Y | +68.6% | +124.1% | -55.4% | +21.7% |
| All | +48.2% | +155.0% | -106.9% | +0.3% |
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