+199.9%
TER vs CSX
+55.3%
+144.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.8% |
| 7D | +0.6% | -3.4% | +4.0% | +3.6% |
| 30D | -8.3% | -3.1% | -5.2% | -5.8% |
| 3M | -12.2% | +7.2% | -19.4% | -18.1% |
| 6M | +17.1% | +16.2% | +0.9% | +0.6% |
| YTD | +84.7% | +37.5% | +47.1% | +47.6% |
| 1Y | +199.9% | +53.2% | +146.7% | +135.9% |
| All | +199.9% | +55.3% | +144.7% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling