+55.5%
T vs CSX
+440.0%
-384.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.1% |
| 7D | +1.0% | -5.5% | +6.5% | +2.6% |
| 30D | -10.6% | +4.9% | -15.5% | -11.8% |
| 3M | -7.7% | -2.9% | -4.9% | -7.1% |
| 6M | -13.3% | +8.3% | -21.7% | -15.5% |
| YTD | -8.8% | +36.7% | -45.5% | -17.1% |
| 1Y | -8.4% | +41.5% | -49.9% | -17.6% |
| 3Y | +59.6% | +68.6% | -9.0% | +34.1% |
| 5Y | +52.1% | +48.4% | +3.6% | +31.0% |
| All | +55.5% | +440.0% | -384.4% | +9.4% |
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 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