+72.2%
CSX vs MOD
+300.6%
-228.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.4% |
| 7D | -3.4% | +9.6% | -13.0% | -4.3% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | +7.2% | -35.4% | +42.5% | +11.3% |
| 6M | +16.2% | -7.3% | +23.4% | +15.4% |
| YTD | +37.5% | +45.8% | -8.3% | +30.1% |
| 1Y | +53.2% | +43.1% | +10.1% | +44.0% |
| All | +72.2% | +300.6% | -228.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 3y: compounded portfolio wealth divided by compounded MOD 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…
3y analysis · Full analysis span regression · 6 months rolling