+418.8%
CSX vs TRU
+243.5%
+175.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.7% |
| 7D | -5.5% | +5.7% | -11.2% | -7.2% |
| 30D | +4.9% | +29.2% | -24.3% | -3.9% |
| 3M | -2.9% | +2.7% | -5.5% | -4.4% |
| 6M | +8.3% | +15.2% | -6.9% | +1.5% |
| YTD | +36.7% | -4.9% | +41.6% | +34.9% |
| 1Y | +41.5% | +3.4% | +38.1% | +35.2% |
| 3Y | +68.6% | +63.2% | +5.4% | +27.7% |
| 5Y | +48.4% | -26.6% | +75.0% | +49.9% |
| 10Y | +446.6% | +172.8% | +273.8% | +247.2% |
| All | +418.8% | +243.5% | +175.3% | +217.6% |
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