+121.0%
CSX vs TE
-53.0%
+174.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.8% |
| 7D | -3.4% | -4.0% | +0.6% | -3.2% |
| 30D | -3.1% | -15.9% | +12.8% | -2.4% |
| 3M | +7.2% | -60.5% | +67.7% | +11.3% |
| 6M | +16.2% | -35.2% | +51.4% | +16.2% |
| YTD | +37.5% | -31.1% | +68.7% | +36.1% |
| 1Y | +53.2% | +148.6% | -95.4% | +36.8% |
| 3Y | +68.2% | -26.4% | +94.6% | +51.5% |
| 5Y | +65.2% | -48.0% | +113.3% | +50.6% |
| All | +121.0% | -53.0% | +174.0% | +115.4% |
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