+3,309.9%
V vs CSX
+1,057.0%
+2,252.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.1% |
| 7D | +2.9% | -2.7% | +5.6% | +4.2% |
| 30D | +14.0% | +7.0% | +7.0% | +10.5% |
| 3M | +14.9% | -0.3% | +15.2% | +14.8% |
| 6M | +31.7% | +13.5% | +18.2% | +23.5% |
| YTD | +21.2% | +41.5% | -20.3% | +2.1% |
| 1Y | +25.3% | +45.8% | -20.5% | +4.0% |
| 3Y | +77.5% | +74.4% | +3.1% | +32.9% |
| 5Y | +102.6% | +53.6% | +49.0% | +58.5% |
| 10Y | +464.3% | +465.6% | -1.3% | +130.3% |
| All | +3,309.9% | +1,057.0% | +2,252.9% | +764.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling