+73.6%
CSX vs S
-48.3%
+121.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +8.7% | -7.3% | +16.0% | +9.2% |
| 3M | +4.2% | +5.9% | -1.7% | +3.3% |
| 6M | +16.7% | +45.6% | -28.9% | +12.3% |
| YTD | +44.5% | +58.5% | -14.1% | +37.5% |
| 1Y | +50.3% | +37.6% | +12.7% | +44.6% |
| 3Y | +76.3% | +51.7% | +24.7% | +66.0% |
| 5Y | +58.1% | -67.5% | +125.6% | +53.0% |
| All | +73.6% | -48.3% | +121.9% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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