+128.5%
CSX vs TE
-78.8%
+207.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.6% | +10.8% | +1.6% |
| 7D | +0.7% | -26.9% | +27.6% | +2.1% |
| 30D | +8.1% | -38.9% | +47.0% | +10.3% |
| 3M | +2.2% | -61.0% | +63.2% | +6.3% |
| 6M | +14.6% | -66.4% | +81.0% | +18.3% |
| YTD | +42.2% | -69.0% | +111.2% | +45.4% |
| 1Y | +47.3% | -54.0% | +101.3% | +46.1% |
| 3Y | +73.5% | +38.0% | +35.5% | +47.4% |
| 5Y | +54.1% | -81.0% | +135.1% | +45.4% |
| All | +128.5% | -78.8% | +207.3% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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