+1,057.8%
TER vs CSX
+419.3%
+638.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.4% |
| 7D | +24.0% | +3.1% | +20.9% | +21.7% |
| 30D | -30.6% | +9.7% | -40.4% | -35.0% |
| 3M | -34.5% | +4.9% | -39.4% | -36.9% |
| 6M | -26.4% | +18.4% | -44.7% | -34.8% |
| YTD | +36.4% | +45.9% | -9.4% | +6.8% |
| 1Y | +47.4% | +50.0% | -2.6% | +13.6% |
| 3Y | +202.6% | +78.0% | +124.6% | +105.8% |
| 5Y | +83.9% | +59.2% | +24.7% | +33.5% |
| All | +1,057.8% | +419.3% | +638.5% | +508.0% |
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 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