+51.2%
JNJ vs CSX
+48.0%
+3.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +9.2% | +9.7% | -0.5% | +7.2% |
| 3M | +8.9% | +2.3% | +6.6% | +8.2% |
| 6M | +24.6% | +17.1% | +7.5% | +20.5% |
| YTD | +35.7% | +44.9% | -9.2% | +27.5% |
| 1Y | +51.2% | +47.1% | +4.1% | +42.8% |
| All | +51.2% | +48.0% | +3.2% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling