+1,683.2%
TER vs CSX
+504.4%
+1,178.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.9% |
| 7D | +0.6% | -3.4% | +4.0% | +2.9% |
| 30D | -8.3% | -3.1% | -5.2% | -6.4% |
| 3M | -12.2% | +7.2% | -19.4% | -16.3% |
| 6M | +17.1% | +16.2% | +0.9% | +6.6% |
| YTD | +84.7% | +37.5% | +47.1% | +51.6% |
| 1Y | +199.9% | +53.2% | +146.7% | +129.4% |
| 3Y | +232.8% | +68.2% | +164.5% | +137.1% |
| 5Y | +198.6% | +65.2% | +133.3% | +115.3% |
| All | +1,683.2% | +504.4% | +1,178.8% | +713.0% |
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