+74.1%
CSX vs S
-51.7%
+125.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.0% | +2.0% | +4.0% | +5.8% |
| 30D | +7.8% | -2.7% | +10.5% | +7.9% |
| 3M | +4.1% | -6.9% | +11.0% | +4.2% |
| 6M | +17.9% | +38.1% | -20.1% | +14.0% |
| YTD | +44.9% | +48.0% | -3.1% | +38.6% |
| 1Y | +51.1% | +34.5% | +16.7% | +45.6% |
| 3Y | +78.3% | +38.3% | +40.0% | +69.0% |
| 5Y | +58.1% | -70.9% | +129.0% | +53.9% |
| All | +74.1% | -51.7% | +125.8% | +69.7% |
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