+53.6%
CSX vs MOD
+720.4%
-666.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +4.9% | -1.6% |
| 7D | -2.7% | -34.2% | +31.5% | +1.2% |
| 30D | +7.0% | -51.9% | +58.9% | +15.0% |
| 3M | -0.3% | -53.0% | +52.7% | +7.0% |
| 6M | +13.5% | -66.4% | +79.9% | +25.6% |
| YTD | +41.5% | -31.5% | +73.0% | +42.0% |
| 1Y | +45.8% | -39.6% | +85.3% | +47.7% |
| 3Y | +74.4% | +116.8% | -42.4% | +38.0% |
| 5Y | +53.6% | +713.8% | -660.2% | -6.3% |
| All | +53.6% | +720.4% | -666.8% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling