+600.0%
CSX vs PR
+160.5%
+439.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.2% | +3.1% |
| 7D | +0.1% | -12.1% | +12.2% | +1.1% |
| 30D | +9.7% | +0.9% | +8.8% | +9.6% |
| 3M | +2.3% | +10.1% | -7.9% | +1.3% |
| 6M | +17.1% | +1.1% | +16.0% | +16.6% |
| YTD | +44.9% | +63.7% | -18.8% | +38.6% |
| 1Y | +47.1% | +87.0% | -39.9% | +39.1% |
| 3Y | +78.6% | +70.7% | +7.8% | +68.7% |
| 5Y | +57.2% | +246.8% | -189.6% | +38.3% |
| 10Y | +479.2% | +72.6% | +406.6% | +438.2% |
| All | +600.0% | +160.5% | +439.5% | +547.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling