+4,357.6%
CSX vs MCO
+7,698.6%
-3,341.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.7% |
| 7D | -3.4% | -4.2% | +0.8% | -1.8% |
| 30D | -3.1% | +2.2% | -5.3% | -4.0% |
| 3M | +7.2% | +10.1% | -2.9% | +2.8% |
| 6M | +16.2% | +5.3% | +10.9% | +12.9% |
| YTD | +37.5% | -2.7% | +40.3% | +36.7% |
| 1Y | +53.2% | -0.4% | +53.6% | +50.3% |
| 3Y | +68.2% | +49.0% | +19.2% | +39.5% |
| 5Y | +65.2% | +33.6% | +31.6% | +40.7% |
| 10Y | +504.1% | +395.3% | +108.8% | +214.5% |
| All | +4,357.6% | +7,698.6% | -3,341.0% | +877.9% |
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