+479.2%
CSX vs USB
+100.3%
+378.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.8% |
| 7D | +0.1% | +2.4% | -2.3% | -1.0% |
| 30D | +9.7% | +6.6% | +3.2% | +6.6% |
| 3M | +2.3% | -4.1% | +6.4% | +4.1% |
| 6M | +17.1% | +12.5% | +4.6% | +10.3% |
| YTD | +44.9% | +17.6% | +27.3% | +33.2% |
| 1Y | +47.1% | +36.5% | +10.6% | +26.2% |
| 3Y | +78.6% | +95.4% | -16.8% | +26.6% |
| 5Y | +57.2% | +26.1% | +31.1% | +33.9% |
| 10Y | +479.2% | +101.3% | +377.9% | +222.0% |
| All | +479.2% | +100.3% | +378.9% | +222.0% |
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