+67.8%
CSX vs P
+276.6%
-208.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -3.4% | +6.5% | -9.9% | -3.9% |
| 30D | -3.1% | +18.8% | -21.9% | -4.9% |
| 3M | +7.2% | +26.7% | -19.6% | +4.2% |
| 6M | +16.2% | +62.2% | -46.0% | +9.6% |
| YTD | +37.5% | +48.5% | -11.0% | +30.3% |
| 1Y | +53.2% | +26.4% | +26.8% | +45.9% |
| 3Y | +68.2% | +159.4% | -91.2% | +36.4% |
| All | +67.8% | +276.6% | -208.8% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling