+17.1%
CSX vs RF
+5.8%
+11.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +0.1% | +2.3% | -2.1% | -0.4% |
| 30D | +9.7% | +7.2% | +2.5% | +7.9% |
| 3M | +2.3% | -8.2% | +10.5% | +3.8% |
| 6M | +17.1% | +7.0% | +10.0% | +15.3% |
| All | +17.1% | +5.8% | +11.2% | +15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling