+504.6%
CSX vs USB
+107.5%
+397.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | +1.4% | -4.8% | -4.0% |
| 30D | -3.1% | -1.3% | -1.8% | -2.6% |
| 3M | +7.2% | +15.2% | -8.1% | +0.1% |
| 6M | +16.2% | +18.8% | -2.7% | +6.8% |
| YTD | +37.5% | +21.0% | +16.5% | +25.0% |
| 1Y | +53.2% | +34.0% | +19.2% | +32.6% |
| 3Y | +68.2% | +95.3% | -27.1% | +18.8% |
| 5Y | +65.2% | +40.4% | +24.9% | +32.8% |
| All | +504.6% | +107.5% | +397.1% | +260.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling