+445.7%
CSX vs USB
+93.8%
+351.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | +7.0% | +4.3% | +2.7% | +5.0% |
| 3M | -0.3% | -6.1% | +5.8% | +2.4% |
| 6M | +13.5% | +9.4% | +4.1% | +8.3% |
| YTD | +41.5% | +15.2% | +26.3% | +31.4% |
| 1Y | +45.8% | +32.8% | +13.0% | +26.7% |
| 3Y | +74.4% | +91.3% | -16.9% | +24.9% |
| 5Y | +53.6% | +22.7% | +31.0% | +32.6% |
| All | +445.7% | +93.8% | +351.9% | +217.6% |
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