+496.7%
CSX vs MKTX
+7.4%
+489.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -0.6% | +0.3% | -0.8% | -0.6% |
| 30D | -3.2% | +1.0% | -4.2% | -3.4% |
| 3M | +2.6% | +40.8% | -38.2% | -4.3% |
| 6M | +19.8% | -10.9% | +30.7% | +21.8% |
| YTD | +34.7% | -8.6% | +43.2% | +36.0% |
| 1Y | +52.1% | -11.6% | +63.7% | +54.5% |
| 3Y | +68.4% | -24.5% | +93.0% | +71.4% |
| 5Y | +65.1% | -60.7% | +125.8% | +91.7% |
| 10Y | +496.7% | +5.1% | +491.6% | +420.4% |
| All | +496.7% | +7.4% | +489.3% | +420.4% |
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