+583.6%
JPM vs CSX
+487.8%
+95.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.7% |
| 30D | -1.1% | -2.3% | +1.1% | 0.0% |
| 3M | +14.1% | +4.3% | +9.8% | +11.0% |
| 6M | +23.3% | +23.4% | -0.1% | +8.7% |
| YTD | +11.3% | +36.4% | -25.1% | -7.5% |
| 1Y | +23.0% | +53.0% | -30.0% | -4.4% |
| 3Y | +162.6% | +70.6% | +91.9% | +89.0% |
| 5Y | +152.8% | +65.5% | +87.3% | +81.3% |
| 10Y | +583.6% | +482.4% | +101.3% | +225.2% |
| All | +583.6% | +487.8% | +95.8% | +225.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling