+9,772.3%
CSX vs RF
+1,537.4%
+8,234.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | -3.1% | -3.6% | +0.5% | -2.1% |
| 3M | +7.2% | +8.1% | -0.9% | +4.8% |
| 6M | +16.2% | +11.5% | +4.7% | +12.6% |
| YTD | +37.5% | +15.6% | +22.0% | +31.8% |
| 1Y | +53.2% | +15.7% | +37.6% | +46.6% |
| 3Y | +68.2% | +86.9% | -18.7% | +39.4% |
| 5Y | +65.2% | +89.8% | -24.6% | +33.9% |
| 10Y | +504.1% | +344.7% | +159.4% | +278.6% |
| All | +9,772.3% | +1,537.4% | +8,234.9% | +3,291.5% |
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