+67.8%
CSX vs PSX
+342.7%
-274.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +4.5% | -7.9% | -4.3% |
| 30D | -3.1% | +26.6% | -29.7% | -8.2% |
| 3M | +7.2% | +39.3% | -32.1% | -0.8% |
| 6M | +16.2% | +56.8% | -40.6% | +3.9% |
| YTD | +37.5% | +101.8% | -64.3% | +15.1% |
| 1Y | +53.2% | +99.6% | -46.4% | +28.2% |
| 3Y | +68.2% | +140.3% | -72.1% | +32.2% |
| All | +67.8% | +342.7% | -274.9% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling