+482.4%
CSX vs PSX
+371.8%
+110.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | +0.6% | +2.8% | -2.2% | -0.3% |
| 30D | -2.3% | +27.8% | -30.0% | -9.8% |
| 3M | +4.3% | +42.0% | -37.7% | -7.2% |
| 6M | +23.4% | +58.1% | -34.7% | +5.2% |
| YTD | +36.4% | +105.0% | -68.6% | +6.2% |
| 1Y | +53.0% | +104.9% | -51.9% | +18.7% |
| 3Y | +70.6% | +134.1% | -63.4% | +23.5% |
| 5Y | +65.5% | +363.8% | -298.4% | -10.5% |
| 10Y | +482.4% | +370.1% | +112.3% | +181.0% |
| All | +482.4% | +371.8% | +110.6% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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