+4,582.2%
CSX vs MCO
+8,036.4%
-3,454.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.7% |
| 30D | +8.7% | +9.4% | -0.8% | +5.0% |
| 3M | +4.2% | +8.3% | -4.1% | +0.9% |
| 6M | +16.7% | +15.4% | +1.3% | +9.6% |
| YTD | +44.5% | +1.5% | +43.0% | +41.0% |
| 1Y | +50.3% | +5.4% | +44.9% | +44.5% |
| 3Y | +76.3% | +53.1% | +23.2% | +44.7% |
| 5Y | +58.1% | +39.4% | +18.7% | +32.4% |
| 10Y | +416.4% | +463.0% | -46.6% | +156.6% |
| All | +4,582.2% | +8,036.4% | -3,454.2% | +909.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 all: compounded portfolio wealth divided by compounded MCO 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…
all analysis · Full analysis span regression · 6 months rolling