+3,551.9%
CSX vs MKTX
+1,471.9%
+2,080.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | +8.7% | +0.9% | +7.7% | +8.5% |
| 3M | +4.2% | +2.7% | +1.5% | +3.6% |
| 6M | +16.7% | +15.6% | +1.1% | +11.0% |
| YTD | +44.5% | -7.0% | +51.5% | +44.5% |
| 1Y | +50.3% | -1.2% | +51.5% | +47.9% |
| 3Y | +76.3% | -22.2% | +98.5% | +78.6% |
| 5Y | +58.1% | -53.7% | +111.9% | +77.6% |
| 10Y | +416.4% | +13.0% | +403.4% | +333.1% |
| All | +3,551.9% | +1,471.9% | +2,080.0% | +1,132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling