+53.3%
CSX vs MAR
+155.5%
-102.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -1.7% |
| 7D | -2.7% | +4.4% | -7.1% | -4.2% |
| 30D | +7.0% | +15.5% | -8.5% | +1.5% |
| 3M | -0.3% | +15.7% | -16.0% | -5.6% |
| 6M | +13.5% | +18.2% | -4.6% | +6.2% |
| YTD | +41.5% | +35.3% | +6.2% | +25.1% |
| 1Y | +45.8% | +48.6% | -2.9% | +24.1% |
| 3Y | +74.4% | +124.3% | -50.0% | +25.7% |
| All | +53.3% | +155.5% | -102.2% | +3.7% |
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