+54.1%
T vs CSX
+436.1%
-381.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | 0.0% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -1.7% | +6.8% | -8.5% | -3.5% |
| 3M | -7.3% | +0.7% | -8.0% | -7.6% |
| 6M | -11.2% | +13.3% | -24.5% | -14.6% |
| YTD | -8.1% | +40.5% | -48.6% | -17.1% |
| 1Y | -8.0% | +44.7% | -52.7% | -17.8% |
| 3Y | +62.1% | +74.5% | -12.4% | +34.8% |
| 5Y | +55.7% | +52.0% | +3.7% | +33.2% |
| 10Y | +54.1% | +412.6% | -358.5% | +7.7% |
| All | +54.1% | +436.1% | -381.9% | +7.7% |
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