+148.5%
MO vs CSX
+52.7%
+95.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | -1.8% | -2.2% | +0.4% | -1.3% |
| 30D | +5.8% | +6.8% | -1.1% | +4.3% |
| 3M | +12.7% | +0.7% | +12.0% | +12.4% |
| 6M | +14.8% | +13.3% | +1.5% | +11.5% |
| YTD | +37.8% | +40.5% | -2.7% | +27.8% |
| 1Y | +39.5% | +44.7% | -5.2% | +28.5% |
| 3Y | +136.1% | +74.5% | +61.6% | +103.7% |
| 5Y | +148.5% | +52.0% | +96.5% | +117.3% |
| All | +148.5% | +52.7% | +95.8% | +117.3% |
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