+47.4%
TER vs CSX
+51.7%
-4.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.5% |
| 7D | +24.0% | +3.1% | +20.9% | +21.1% |
| 30D | -30.6% | +9.7% | -40.4% | -35.7% |
| 3M | -34.5% | +4.9% | -39.4% | -36.7% |
| 6M | -26.4% | +18.4% | -44.7% | -39.9% |
| YTD | +36.4% | +45.9% | -9.4% | -11.6% |
| 1Y | +47.4% | +50.0% | -2.6% | -8.6% |
| All | +47.4% | +51.7% | -4.3% | -8.6% |
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