+45.8%
CSX vs MSCI
+16.2%
+29.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.3% |
| 7D | -2.7% | +6.0% | -8.7% | -2.6% |
| 30D | +7.0% | +18.2% | -11.2% | +7.6% |
| 3M | -0.3% | +15.1% | -15.4% | +0.2% |
| 6M | +13.5% | +13.7% | -0.2% | +14.2% |
| YTD | +41.5% | +15.6% | +25.9% | +41.0% |
| 1Y | +45.8% | +16.3% | +29.4% | +46.1% |
| All | +45.8% | +16.2% | +29.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling