+136.1%
MO vs CSX
+73.0%
+63.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | -1.8% | -2.2% | +0.4% | -1.5% |
| 30D | +5.8% | +6.8% | -1.1% | +4.9% |
| 3M | +12.7% | +0.7% | +12.0% | +12.5% |
| 6M | +14.8% | +13.3% | +1.5% | +13.0% |
| YTD | +37.8% | +40.5% | -2.7% | +32.9% |
| 1Y | +39.5% | +44.7% | -5.2% | +34.1% |
| 3Y | +136.1% | +74.5% | +61.6% | +120.6% |
| All | +136.1% | +73.0% | +63.1% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling