+65.5%
T vs CSX
+501.4%
-435.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -1.3% | -3.4% | +2.1% | -0.3% |
| 30D | +11.4% | -3.1% | +14.4% | +12.3% |
| 3M | +14.3% | +7.2% | +7.1% | +11.8% |
| 6M | -9.3% | +16.2% | -25.4% | -13.5% |
| YTD | +7.1% | +37.5% | -30.4% | -2.8% |
| 1Y | -9.1% | +53.2% | -62.3% | -20.3% |
| 3Y | +105.3% | +68.2% | +37.1% | +72.4% |
| 5Y | +66.8% | +65.2% | +1.6% | +38.6% |
| All | +65.5% | +501.4% | -435.9% | -1.2% |
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