+10,299.8%
CSX vs RF
+1,462.6%
+8,837.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +0.1% | +2.3% | -2.1% | -0.5% |
| 30D | +9.7% | +7.2% | +2.5% | +7.7% |
| 3M | +2.3% | -8.2% | +10.5% | +4.6% |
| 6M | +17.1% | +7.0% | +10.0% | +14.6% |
| YTD | +44.9% | +10.3% | +34.6% | +40.5% |
| 1Y | +47.1% | +25.1% | +22.0% | +37.8% |
| 3Y | +78.6% | +110.3% | -31.7% | +43.9% |
| 5Y | +57.2% | +47.1% | +10.1% | +36.6% |
| 10Y | +479.2% | +297.9% | +181.3% | +273.6% |
| All | +10,299.8% | +1,462.6% | +8,837.2% | +3,517.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling