+530.5%
CSX vs P
+485.4%
+45.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | -3.4% | +6.5% | -9.9% | -4.3% |
| 30D | -3.1% | +18.8% | -21.9% | -6.0% |
| 3M | +7.2% | +26.7% | -19.6% | +2.2% |
| 6M | +16.2% | +62.2% | -46.0% | +5.7% |
| YTD | +37.5% | +48.5% | -11.0% | +26.0% |
| 1Y | +53.2% | +26.4% | +26.8% | +41.8% |
| 3Y | +68.2% | +159.4% | -91.2% | +27.8% |
| 5Y | +65.2% | +275.8% | -210.6% | +12.8% |
| 10Y | +504.1% | +732.0% | -227.9% | +239.6% |
| All | +530.5% | +485.4% | +45.2% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling