+427.3%
CSX vs P
+713.7%
-286.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -3.9% |
| 7D | -5.5% | -23.8% | +18.3% | -1.9% |
| 30D | +4.9% | -36.6% | +41.6% | +11.6% |
| 3M | -2.9% | +10.9% | -13.7% | -6.3% |
| 6M | +8.3% | +30.0% | -21.6% | +0.4% |
| YTD | +36.7% | +44.4% | -7.6% | +23.2% |
| 1Y | +41.5% | +3.9% | +37.6% | +33.3% |
| 3Y | +68.6% | +176.6% | -108.0% | +20.8% |
| 5Y | +48.4% | +249.3% | -200.8% | -3.0% |
| All | +427.3% | +713.7% | -286.4% | +175.8% |
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