+77.8%
CSX vs PSX
+151.6%
-73.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +0.9% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +8.7% | -8.1% | +16.8% | +10.3% |
| 3M | +4.2% | +15.9% | -11.7% | +0.1% |
| 6M | +16.7% | +49.4% | -32.7% | +5.0% |
| YTD | +44.5% | +104.7% | -60.2% | +16.9% |
| 1Y | +50.3% | +89.1% | -38.8% | +24.6% |
| All | +77.8% | +151.6% | -73.9% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling