+16.1%
JPM vs CSX
+48.0%
-32.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.5% |
| 7D | +3.8% | +0.1% | +3.6% | +3.7% |
| 30D | +6.5% | +9.7% | -3.3% | +4.1% |
| 3M | -1.0% | +2.3% | -3.3% | -1.4% |
| 6M | +15.5% | +17.1% | -1.5% | +9.3% |
| YTD | +11.4% | +44.9% | -33.5% | -3.6% |
| 1Y | +16.1% | +47.1% | -31.0% | -0.6% |
| All | +16.1% | +48.0% | -32.0% | -0.6% |
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