+41.5%
CSX vs PL
-3.5%
+45.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.4% | -13.7% | -3.4% |
| 7D | -5.5% | -6.8% | +1.3% | -5.4% |
| 30D | +4.9% | -29.3% | +34.2% | +5.4% |
| 3M | -2.9% | -44.8% | +41.9% | -2.2% |
| 6M | +8.3% | -68.4% | +76.7% | +9.6% |
| YTD | +36.7% | -36.4% | +73.1% | +35.9% |
| 1Y | +41.5% | +0.7% | +40.8% | +38.1% |
| All | +41.5% | -3.5% | +45.0% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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