+512.8%
F vs CSX
+10,514.4%
-10,001.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | 0.0% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | +2.0% | +7.0% | -5.0% | -1.4% |
| 3M | -10.4% | -0.3% | -10.1% | -10.4% |
| 6M | +9.7% | +13.5% | -3.8% | +2.4% |
| YTD | -1.2% | +41.5% | -42.7% | -17.6% |
| 1Y | 0.0% | +45.8% | -45.7% | -17.7% |
| 3Y | +41.1% | +74.4% | -33.3% | +5.5% |
| 5Y | -11.4% | +53.6% | -65.0% | -29.3% |
| 10Y | +85.0% | +465.6% | -380.7% | -23.0% |
| All | +512.8% | +10,514.4% | -10,001.6% | -20.0% |
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