+11,186.3%
JPM vs CSX
+10,217.9%
+968.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | +0.3% | -3.4% | +3.7% | +2.0% |
| 30D | -0.2% | -3.1% | +2.9% | +1.4% |
| 3M | +15.9% | +7.2% | +8.7% | +11.3% |
| 6M | +20.9% | +16.2% | +4.8% | +10.9% |
| YTD | +12.9% | +37.5% | -24.7% | -5.4% |
| 1Y | +20.3% | +53.2% | -32.9% | -5.0% |
| 3Y | +160.9% | +68.2% | +92.7% | +94.1% |
| 5Y | +154.8% | +65.2% | +89.6% | +88.4% |
| 10Y | +591.1% | +504.1% | +87.0% | +152.9% |
| All | +11,186.3% | +10,217.9% | +968.4% | +701.2% |
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