+10.7%
MO vs CSX
+52.7%
-42.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -0.3% | -2.3% | +2.0% | 0.0% |
| 3M | -2.9% | +4.3% | -7.2% | -3.6% |
| 6M | +5.8% | +23.4% | -17.6% | +3.0% |
| YTD | +22.0% | +36.4% | -14.4% | +17.8% |
| 1Y | +10.7% | +53.0% | -42.4% | +8.4% |
| All | +10.7% | +52.7% | -42.0% | +8.4% |
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