+59.2%
CSX vs PSX
+308.4%
-249.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.6% |
| 7D | +3.1% | +6.4% | -3.3% | +1.7% |
| 30D | +9.7% | -10.2% | +19.9% | +12.0% |
| 3M | +4.9% | +17.2% | -12.2% | +0.8% |
| 6M | +18.4% | +51.8% | -33.4% | +6.7% |
| YTD | +45.9% | +108.0% | -62.1% | +20.3% |
| 1Y | +50.0% | +96.1% | -46.2% | +25.5% |
| 3Y | +78.0% | +155.9% | -77.9% | +36.7% |
| 5Y | +59.2% | +306.9% | -247.8% | +8.7% |
| All | +59.2% | +308.4% | -249.3% | +8.7% |
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