+192.8%
TER vs CSX
+73.0%
+119.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.8% | +10.0% | +10.9% |
| 7D | -5.8% | -2.2% | -3.5% | -4.3% |
| 30D | -38.9% | +6.8% | -45.7% | -42.1% |
| 3M | -35.1% | +0.7% | -35.8% | -35.8% |
| 6M | -31.6% | +13.3% | -44.8% | -38.7% |
| YTD | +27.2% | +40.5% | -13.3% | -1.2% |
| 1Y | +35.2% | +44.7% | -9.5% | +3.1% |
| 3Y | +192.8% | +74.5% | +118.3% | +78.3% |
| All | +192.8% | +73.0% | +119.8% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling