+409.0%
CSX vs MKTX
+12.3%
+396.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +8.1% | +0.8% | +7.3% | +7.9% |
| 3M | +2.2% | +2.6% | -0.4% | +1.8% |
| 6M | +14.6% | +13.6% | +1.0% | +11.4% |
| YTD | +42.2% | -7.1% | +49.3% | +43.3% |
| 1Y | +47.3% | -0.1% | +47.4% | +46.2% |
| 3Y | +73.5% | -22.3% | +95.8% | +76.2% |
| 5Y | +54.1% | -54.5% | +108.6% | +72.6% |
| 10Y | +409.0% | +14.3% | +394.7% | +361.4% |
| All | +409.0% | +12.3% | +396.6% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling