+138.4%
CSX vs OPEN
-83.3%
+221.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.3% | -1.9% |
| 7D | -2.7% | -5.8% | +3.1% | -2.5% |
| 30D | +7.0% | -21.1% | +28.2% | +8.0% |
| 3M | -0.3% | -52.4% | +52.1% | +2.7% |
| 6M | +13.5% | -65.8% | +79.3% | +18.2% |
| YTD | +41.5% | -69.3% | +110.8% | +47.4% |
| 1Y | +45.8% | -75.2% | +121.0% | +52.7% |
| 3Y | +74.4% | -14.4% | +88.7% | +58.6% |
| 5Y | +53.6% | -92.0% | +145.6% | +44.2% |
| All | +138.4% | -83.3% | +221.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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