+4,136.5%
CSX vs TECK
+1,914.1%
+2,222.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.8% |
| 7D | +3.1% | +2.1% | +1.0% | +2.5% |
| 30D | +9.7% | -8.9% | +18.6% | +11.7% |
| 3M | +4.9% | -7.1% | +12.0% | +6.0% |
| 6M | +18.4% | -7.0% | +25.3% | +18.6% |
| YTD | +45.9% | +28.3% | +17.5% | +34.8% |
| 1Y | +50.0% | +40.6% | +9.4% | +35.5% |
| 3Y | +78.0% | +78.2% | -0.2% | +46.9% |
| 5Y | +59.2% | +129.5% | -70.4% | +18.1% |
| 10Y | +421.4% | +205.6% | +215.8% | +218.9% |
| All | +4,136.5% | +1,914.1% | +2,222.4% | +1,818.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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