+9,772.3%
CSX vs MOD
+3,565.2%
+6,207.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | 0.0% |
| 7D | -3.4% | +9.6% | -13.0% | -5.1% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | +7.2% | -35.4% | +42.5% | +15.2% |
| 6M | +16.2% | -7.3% | +23.4% | +14.7% |
| YTD | +37.5% | +45.8% | -8.3% | +23.0% |
| 1Y | +53.2% | +43.1% | +10.1% | +35.5% |
| 3Y | +68.2% | +297.7% | -229.4% | +10.7% |
| 5Y | +65.2% | +1,478.8% | -1,413.5% | -23.3% |
| 10Y | +504.1% | +1,633.4% | -1,129.3% | +134.0% |
| All | +9,772.3% | +3,565.2% | +6,207.0% | +2,260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling