+506.0%
JPM vs CSX
+436.1%
+69.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +0.8% |
| 7D | +0.4% | -2.2% | +2.6% | +1.7% |
| 30D | +2.7% | +6.8% | -4.1% | -1.0% |
| 3M | -3.8% | +0.7% | -4.5% | -4.6% |
| 6M | +14.3% | +13.3% | +1.1% | +5.7% |
| YTD | +8.2% | +40.5% | -32.3% | -11.8% |
| 1Y | +11.0% | +44.7% | -33.7% | -11.0% |
| 3Y | +152.7% | +74.5% | +78.2% | +79.1% |
| 5Y | +130.8% | +52.0% | +78.8% | +73.5% |
| 10Y | +506.0% | +412.6% | +93.3% | +199.6% |
| All | +506.0% | +436.1% | +69.9% | +199.6% |
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 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