+421.8%
CSX vs TRU
+238.0%
+183.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +2.8% |
| 7D | -3.4% | -6.8% | +3.4% | -1.2% |
| 30D | -3.1% | 0.0% | -3.1% | -3.3% |
| 3M | +7.2% | +13.3% | -6.1% | +1.8% |
| 6M | +16.2% | +3.4% | +12.7% | +13.1% |
| YTD | +37.5% | -6.4% | +43.9% | +37.2% |
| 1Y | +53.2% | -9.7% | +62.9% | +53.6% |
| 3Y | +68.2% | +0.1% | +68.1% | +53.4% |
| 5Y | +65.2% | -34.0% | +99.3% | +75.4% |
| 10Y | +504.1% | +147.9% | +356.3% | +296.8% |
| All | +421.8% | +238.0% | +183.8% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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