+48.2%
CSX vs PSX
+274.8%
-226.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.3% |
| 7D | -5.5% | -13.1% | +7.6% | -2.8% |
| 30D | +4.9% | -9.5% | +14.5% | +6.8% |
| 3M | -2.9% | +20.2% | -23.0% | -7.4% |
| 6M | +8.3% | +44.9% | -36.6% | -1.4% |
| YTD | +36.7% | +94.4% | -57.7% | +14.4% |
| 1Y | +41.5% | +83.1% | -41.6% | +20.1% |
| 3Y | +68.6% | +132.2% | -63.5% | +32.2% |
| All | +48.2% | +274.8% | -226.7% | +2.8% |
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