+99.6%
MO vs CSX
+65.9%
+33.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | +0.3% | -3.4% | +3.7% | +1.0% |
| 30D | +0.6% | -3.1% | +3.7% | +1.3% |
| 3M | -1.0% | +7.2% | -8.1% | -2.6% |
| 6M | +4.3% | +16.2% | -11.8% | +0.8% |
| YTD | +23.3% | +37.5% | -14.3% | +14.8% |
| 1Y | +10.5% | +53.2% | -42.8% | +0.2% |
| 3Y | +96.3% | +68.2% | +28.0% | +70.6% |
| All | +99.6% | +65.9% | +33.7% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling