+1,001.8%
TER vs CSX
+436.1%
+565.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.8% | +10.0% | +11.0% |
| 7D | -5.8% | -2.2% | -3.5% | -4.4% |
| 30D | -38.9% | +6.8% | -45.7% | -41.8% |
| 3M | -35.1% | +0.7% | -35.8% | -35.9% |
| 6M | -31.6% | +13.3% | -44.8% | -37.7% |
| YTD | +27.2% | +40.5% | -13.3% | +2.0% |
| 1Y | +35.2% | +44.7% | -9.5% | +6.6% |
| 3Y | +192.8% | +74.5% | +118.3% | +101.7% |
| 5Y | +72.4% | +52.0% | +20.4% | +28.7% |
| 10Y | +1,001.8% | +412.6% | +589.2% | +506.1% |
| All | +1,001.8% | +436.1% | +565.8% | +506.1% |
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