+71.7%
TER vs CSX
+57.8%
+13.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +14.4% | +6.0% | +8.4% | +9.9% |
| 30D | -30.6% | +7.8% | -38.4% | -34.8% |
| 3M | -39.2% | +4.1% | -43.3% | -41.5% |
| 6M | -31.3% | +17.9% | -49.2% | -40.6% |
| YTD | +29.1% | +44.9% | -15.8% | -3.9% |
| 1Y | +47.4% | +51.1% | -3.7% | +6.5% |
| 3Y | +191.2% | +78.3% | +113.0% | +76.0% |
| All | +71.7% | +57.8% | +13.9% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling