+1,594.6%
T vs CSX
+10,514.4%
-8,919.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +4.3% | -2.7% | +7.0% | +5.0% |
| 30D | -9.7% | +7.0% | -16.7% | -11.3% |
| 3M | -4.3% | -0.3% | -4.0% | -4.3% |
| 6M | -13.7% | +13.5% | -27.2% | -16.7% |
| YTD | -8.0% | +41.5% | -49.5% | -16.5% |
| 1Y | -6.9% | +45.8% | -52.7% | -16.2% |
| 3Y | +59.7% | +74.4% | -14.7% | +35.2% |
| 5Y | +53.4% | +53.6% | -0.2% | +32.8% |
| 10Y | +58.2% | +465.6% | -407.4% | -6.0% |
| All | +1,594.6% | +10,514.4% | -8,919.8% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling