+840.2%
CSX vs PBF
+303.9%
+536.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -3.4% | +4.3% | -7.7% | -3.9% |
| 30D | -3.1% | +22.0% | -25.1% | -5.7% |
| 3M | +7.2% | +74.5% | -67.3% | -1.0% |
| 6M | +16.2% | +67.7% | -51.5% | +6.7% |
| YTD | +37.5% | +179.2% | -141.6% | +17.3% |
| 1Y | +53.2% | +170.0% | -116.8% | +30.1% |
| 3Y | +68.2% | +66.4% | +1.9% | +47.8% |
| 5Y | +65.2% | +764.5% | -699.3% | +7.7% |
| 10Y | +504.1% | +358.5% | +145.6% | +261.8% |
| All | +840.2% | +303.9% | +536.3% | +461.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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