+65.3%
CSX vs S
-56.8%
+122.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.4% | -7.7% | +4.3% | -2.8% |
| 30D | -3.1% | -5.3% | +2.3% | -2.8% |
| 3M | +7.2% | +20.3% | -13.1% | +5.2% |
| 6M | +16.2% | +47.4% | -31.2% | +11.6% |
| YTD | +37.5% | +32.5% | +5.0% | +33.2% |
| 1Y | +53.2% | +9.5% | +43.7% | +50.5% |
| 3Y | +68.2% | +15.5% | +52.7% | +62.1% |
| 5Y | +65.2% | -71.2% | +136.4% | +62.2% |
| All | +65.3% | -56.8% | +122.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling