+445.7%
CSX vs RF
+280.8%
+164.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.5% |
| 7D | -2.7% | -1.6% | -1.1% | -2.0% |
| 30D | +7.0% | +5.0% | +2.0% | +4.9% |
| 3M | -0.3% | -10.0% | +9.7% | +4.0% |
| 6M | +13.5% | +3.3% | +10.2% | +11.5% |
| YTD | +41.5% | +7.9% | +33.6% | +36.1% |
| 1Y | +45.8% | +21.2% | +24.5% | +33.4% |
| 3Y | +74.4% | +105.8% | -31.4% | +25.3% |
| 5Y | +53.6% | +43.7% | +9.9% | +23.7% |
| All | +445.7% | +280.8% | +164.9% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling