+72.2%
CSX vs PR
+73.2%
-0.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -3.4% | +2.9% | -6.3% | -3.8% |
| 30D | -3.1% | +18.0% | -21.1% | -5.6% |
| 3M | +7.2% | +16.9% | -9.7% | +4.4% |
| 6M | +16.2% | +28.2% | -12.0% | +10.8% |
| YTD | +37.5% | +69.3% | -31.8% | +24.5% |
| 1Y | +53.2% | +69.5% | -16.3% | +38.4% |
| All | +72.2% | +73.2% | -0.9% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling