+615.0%
F vs CSX
+10,217.9%
-9,602.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +5.3% | -3.4% | +8.7% | +7.1% |
| 30D | +4.6% | -3.1% | +7.7% | +6.2% |
| 3M | -3.7% | +7.2% | -10.8% | -7.2% |
| 6M | +16.8% | +16.2% | +0.7% | +7.7% |
| YTD | +15.3% | +37.5% | -22.3% | -2.3% |
| 1Y | +31.0% | +53.2% | -22.2% | +5.1% |
| 3Y | +45.4% | +68.2% | -22.8% | +10.9% |
| 5Y | +54.7% | +65.2% | -10.6% | +19.2% |
| 10Y | +98.2% | +504.1% | -405.9% | -19.9% |
| All | +615.0% | +10,217.9% | -9,602.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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