+65.5%
T vs CSX
+77.5%
-12.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.5% | +6.0% | -3.4% | +1.6% |
| 30D | -3.8% | +7.8% | -11.6% | -4.8% |
| 3M | -8.7% | +4.1% | -12.8% | -9.4% |
| 6M | -8.1% | +17.9% | -26.0% | -10.4% |
| YTD | -6.4% | +44.9% | -51.3% | -11.5% |
| 1Y | -9.8% | +51.1% | -60.9% | -15.2% |
| 3Y | +65.5% | +78.3% | -12.8% | +51.2% |
| All | +65.5% | +77.5% | -12.0% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling