+10,056.0%
CSX vs RF
+1,429.2%
+8,626.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -2.7% | -1.6% | -1.1% | -2.3% |
| 30D | +7.0% | +5.0% | +2.0% | +5.6% |
| 3M | -0.3% | -10.0% | +9.7% | +2.5% |
| 6M | +13.5% | +3.3% | +10.2% | +12.3% |
| YTD | +41.5% | +7.9% | +33.6% | +38.1% |
| 1Y | +45.8% | +21.2% | +24.5% | +37.8% |
| 3Y | +74.4% | +105.8% | -31.4% | +41.4% |
| 5Y | +53.6% | +43.7% | +9.9% | +34.3% |
| 10Y | +465.6% | +289.4% | +176.2% | +267.1% |
| All | +10,056.0% | +1,429.2% | +8,626.8% | +3,453.7% |
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 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