+504.6%
CSX vs PR
+109.1%
+395.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -3.4% | +2.9% | -6.3% | -3.6% |
| 30D | -3.1% | +18.0% | -21.1% | -4.4% |
| 3M | +7.2% | +16.9% | -9.7% | +5.7% |
| 6M | +16.2% | +28.2% | -12.0% | +13.5% |
| YTD | +37.5% | +69.3% | -31.8% | +31.3% |
| 1Y | +53.2% | +69.5% | -16.3% | +46.1% |
| 3Y | +68.2% | +81.7% | -13.5% | +58.2% |
| 5Y | +65.2% | +422.2% | -357.0% | +41.2% |
| All | +504.6% | +109.1% | +395.5% | +464.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling