+5,256.6%
CSX vs PBR
+1,630.6%
+3,626.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.7% | +3.0% |
| 7D | -2.2% | -13.3% | +11.1% | +1.2% |
| 30D | +6.8% | -27.5% | +34.3% | +15.2% |
| 3M | +0.7% | +5.2% | -4.5% | -1.7% |
| 6M | +13.3% | -6.4% | +19.6% | +13.5% |
| YTD | +40.5% | +61.6% | -21.0% | +21.4% |
| 1Y | +44.7% | +48.9% | -4.2% | +27.5% |
| 3Y | +74.5% | +70.0% | +4.5% | +45.1% |
| 5Y | +52.0% | +469.0% | -417.0% | -13.5% |
| 10Y | +412.6% | +471.6% | -58.9% | +146.7% |
| All | +5,256.6% | +1,630.6% | +3,626.0% | +1,594.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling