+53.6%
CSX vs PL
+11.6%
+42.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.1% | +7.8% | -1.8% |
| 7D | -2.7% | -20.5% | +17.8% | -1.5% |
| 30D | +7.0% | -38.8% | +45.8% | +9.8% |
| 3M | -0.3% | -49.1% | +48.8% | +3.2% |
| 6M | +13.5% | -69.4% | +82.9% | +20.0% |
| YTD | +41.5% | -42.3% | +83.8% | +42.1% |
| 1Y | +45.8% | -14.2% | +60.0% | +41.7% |
| 3Y | +74.4% | +398.7% | -324.3% | +40.4% |
| 5Y | +53.6% | +11.1% | +42.5% | +32.5% |
| All | +53.6% | +11.6% | +42.0% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling