+412.6%
CSX vs PSX
+363.6%
+49.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.0% | -0.2% | +1.9% |
| 7D | -2.2% | -8.0% | +5.8% | +0.2% |
| 30D | +6.8% | -9.0% | +15.9% | +9.5% |
| 3M | +0.7% | +24.7% | -24.1% | -6.8% |
| 6M | +13.3% | +49.3% | -36.1% | -1.4% |
| YTD | +40.5% | +100.2% | -59.7% | +9.8% |
| 1Y | +44.7% | +88.8% | -44.2% | +15.0% |
| 3Y | +74.5% | +152.5% | -78.0% | +22.8% |
| 5Y | +52.0% | +283.2% | -231.2% | -11.4% |
| 10Y | +412.6% | +345.8% | +66.8% | +157.1% |
| All | +412.6% | +363.6% | +49.1% | +157.1% |
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