+62.5%
T vs CSX
+419.3%
-356.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | +1.6% | +3.1% | -1.4% | +0.8% |
| 30D | -2.9% | +9.7% | -12.6% | -5.5% |
| 3M | -7.5% | +4.9% | -12.4% | -8.8% |
| 6M | -9.9% | +18.4% | -28.3% | -14.4% |
| YTD | -6.4% | +45.9% | -52.3% | -16.6% |
| 1Y | -9.4% | +50.0% | -59.4% | -19.9% |
| 3Y | +64.9% | +78.0% | -13.2% | +36.3% |
| 5Y | +57.0% | +59.2% | -2.2% | +32.4% |
| All | +62.5% | +419.3% | -356.8% | +10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling