+78.3%
CSX vs USHY
+25.4%
+52.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.4% |
| 7D | +6.0% | -0.4% | +6.4% | +6.8% |
| 30D | +7.8% | +0.6% | +7.2% | +6.6% |
| 3M | +4.1% | -2.0% | +6.1% | +8.4% |
| 6M | +17.9% | -0.5% | +18.4% | +19.0% |
| YTD | +44.9% | +0.6% | +44.3% | +42.9% |
| 1Y | +51.1% | +2.1% | +49.0% | +44.6% |
| 3Y | +78.3% | +25.3% | +53.0% | +23.6% |
| All | +78.3% | +25.4% | +52.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling