+53.6%
CSX vs S
-69.2%
+122.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.8% | +6.5% | -1.6% |
| 7D | -2.7% | -16.7% | +14.0% | -1.2% |
| 30D | +7.0% | -17.0% | +24.0% | +8.5% |
| 3M | -0.3% | +2.0% | -2.3% | -1.0% |
| 6M | +13.5% | +35.1% | -21.5% | +9.6% |
| YTD | +41.5% | +42.8% | -1.3% | +35.3% |
| 1Y | +45.8% | +27.7% | +18.0% | +40.7% |
| 3Y | +74.4% | +33.0% | +41.4% | +65.0% |
| 5Y | +53.6% | -68.0% | +121.6% | +51.5% |
| All | +53.6% | -69.2% | +122.8% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling