+10,478.8%
JPM vs CSX
+10,157.3%
+321.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | +0.9% |
| 7D | -0.8% | -5.5% | +4.8% | +2.2% |
| 30D | +1.5% | +4.9% | -3.4% | -1.2% |
| 3M | -5.7% | -2.9% | -2.8% | -4.6% |
| 6M | +7.2% | +8.3% | -1.1% | +1.9% |
| YTD | +5.8% | +36.7% | -30.9% | -11.3% |
| 1Y | +8.8% | +41.5% | -32.7% | -10.4% |
| 3Y | +147.4% | +68.6% | +78.8% | +83.4% |
| 5Y | +125.3% | +48.4% | +76.9% | +75.9% |
| 10Y | +540.5% | +446.6% | +93.9% | +146.6% |
| All | +10,478.8% | +10,157.3% | +321.5% | +651.2% |
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 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