+217.5%
CSX vs USHY
+47.8%
+169.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -0.3% | -5.3% | -5.1% |
| 30D | +4.9% | 0.0% | +4.9% | +4.9% |
| 3M | -2.9% | -1.8% | -1.1% | +0.2% |
| 6M | +8.3% | -1.0% | +9.4% | +10.2% |
| YTD | +36.7% | +0.5% | +36.3% | +35.7% |
| 1Y | +41.5% | +1.9% | +39.6% | +37.1% |
| 3Y | +68.6% | +24.9% | +43.7% | +16.1% |
| 5Y | +48.4% | +18.8% | +29.6% | +13.8% |
| All | +217.5% | +47.8% | +169.7% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling