+53.2%
CSX vs PBR
+70.4%
-17.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +0.9% |
| 7D | -3.4% | +8.6% | -12.0% | -3.6% |
| 30D | -3.1% | +12.8% | -15.9% | -3.5% |
| 3M | +7.2% | +14.7% | -7.5% | +6.7% |
| 6M | +16.2% | +25.2% | -9.0% | +14.6% |
| YTD | +37.5% | +77.1% | -39.6% | +32.8% |
| 1Y | +53.2% | +69.6% | -16.3% | +47.6% |
| All | +53.2% | +70.4% | -17.2% | +47.6% |
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