+47.1%
CSX vs PBR
+74.7%
-27.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.0% | +9.6% | +2.6% |
| 7D | +0.1% | -11.0% | +11.1% | +0.2% |
| 30D | +9.7% | -18.8% | +28.5% | +9.8% |
| 3M | +2.3% | +7.8% | -5.5% | +1.5% |
| 6M | +17.1% | -7.6% | +24.7% | +16.9% |
| YTD | +44.9% | +72.7% | -27.8% | +37.1% |
| 1Y | +47.1% | +72.9% | -25.9% | +39.3% |
| All | +47.1% | +74.7% | -27.6% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling