+4,327.4%
CSX vs PAAS
+955.7%
+3,371.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.2% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +7.0% | -11.6% | +18.6% | +8.0% |
| 3M | -0.3% | -15.6% | +15.3% | +0.8% |
| 6M | +13.5% | -19.1% | +32.7% | +14.8% |
| YTD | +41.5% | -20.9% | +62.4% | +42.6% |
| 1Y | +45.8% | +21.3% | +24.5% | +41.2% |
| 3Y | +74.4% | +177.4% | -103.0% | +53.7% |
| 5Y | +53.6% | +71.3% | -17.7% | +39.2% |
| 10Y | +465.6% | +181.5% | +284.1% | +367.0% |
| All | +4,327.4% | +955.7% | +3,371.7% | +3,367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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