+753.1%
CSX vs PSX
+1,093.9%
-340.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.2% |
| 7D | -5.5% | -13.1% | +7.6% | -1.3% |
| 30D | +4.9% | -9.5% | +14.5% | +7.8% |
| 3M | -2.9% | +20.2% | -23.0% | -9.2% |
| 6M | +8.3% | +44.9% | -36.6% | -5.1% |
| YTD | +36.7% | +94.4% | -57.7% | +7.4% |
| 1Y | +41.5% | +83.1% | -41.6% | +13.2% |
| 3Y | +68.6% | +132.2% | -63.5% | +21.6% |
| 5Y | +48.4% | +278.8% | -230.4% | -13.4% |
| 10Y | +446.6% | +354.2% | +92.4% | +171.9% |
| All | +753.1% | +1,093.9% | -340.8% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling