+3,376.6%
CSX vs MKTX
+1,446.2%
+1,930.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.1% | +1.1% | -4.2% | -3.3% |
| 3M | +7.2% | +36.1% | -28.9% | -2.0% |
| 6M | +16.2% | -12.9% | +29.0% | +18.2% |
| YTD | +37.5% | -8.5% | +46.1% | +38.1% |
| 1Y | +53.2% | -7.5% | +60.8% | +53.0% |
| 3Y | +68.2% | -28.3% | +96.6% | +73.2% |
| 5Y | +65.2% | -63.3% | +128.5% | +96.9% |
| 10Y | +504.1% | +4.5% | +499.6% | +416.7% |
| All | +3,376.6% | +1,446.2% | +1,930.4% | +1,078.0% |
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