+782.8%
CSX vs PSX
+1,100.3%
-317.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -0.8% |
| 7D | -2.7% | -9.7% | +7.0% | +0.3% |
| 30D | +7.0% | -8.4% | +15.4% | +9.5% |
| 3M | -0.3% | +22.6% | -22.9% | -7.4% |
| 6M | +13.5% | +38.8% | -25.2% | +0.8% |
| YTD | +41.5% | +95.5% | -54.0% | +11.0% |
| 1Y | +45.8% | +87.1% | -41.4% | +15.8% |
| 3Y | +74.4% | +133.5% | -59.1% | +25.5% |
| 5Y | +53.6% | +280.9% | -227.3% | -10.5% |
| 10Y | +465.6% | +356.6% | +109.0% | +180.9% |
| All | +782.8% | +1,100.3% | -317.5% | +260.4% |
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