+445.7%
CSX vs P
+685.9%
-240.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -16.4% | +14.1% | +0.1% |
| 7D | -2.7% | -31.9% | +29.2% | +2.7% |
| 30D | +7.0% | -36.5% | +43.5% | +13.7% |
| 3M | -0.3% | +11.6% | -11.9% | -4.0% |
| 6M | +13.5% | +25.2% | -11.7% | +5.8% |
| YTD | +41.5% | +39.4% | +2.1% | +28.2% |
| 1Y | +45.8% | -3.7% | +49.4% | +39.1% |
| 3Y | +74.4% | +167.3% | -92.9% | +25.6% |
| 5Y | +53.6% | +237.3% | -183.7% | +0.9% |
| All | +445.7% | +685.9% | -240.2% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling