+74.5%
CSX vs P
+166.1%
-91.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -16.4% | +14.1% | -1.8% |
| 7D | -2.7% | -31.9% | +29.2% | -1.5% |
| 30D | +7.0% | -36.5% | +43.5% | +8.6% |
| 3M | -0.3% | +11.6% | -11.9% | -1.5% |
| 6M | +13.5% | +25.2% | -11.7% | +11.2% |
| YTD | +41.5% | +39.4% | +2.1% | +37.4% |
| 1Y | +45.8% | -3.7% | +49.4% | +43.7% |
| All | +74.5% | +166.1% | -91.6% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling