+427.3%
CSX vs RF
+279.4%
+147.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -5.5% | -0.9% | -4.6% | -5.1% |
| 30D | +4.9% | +6.0% | -1.1% | +2.4% |
| 3M | -2.9% | -8.9% | +6.0% | +0.9% |
| 6M | +8.3% | +2.3% | +6.0% | +6.9% |
| YTD | +36.7% | +7.6% | +29.2% | +31.7% |
| 1Y | +41.5% | +21.2% | +20.3% | +29.6% |
| 3Y | +68.6% | +108.5% | -39.9% | +20.5% |
| 5Y | +48.4% | +43.2% | +5.2% | +19.7% |
| All | +427.3% | +279.4% | +147.9% | +155.2% |
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