+1,210.4%
AAPL vs CSX
+487.8%
+722.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.8% |
| 7D | -2.7% | +0.6% | -3.4% | -3.0% |
| 30D | +1.0% | -2.3% | +3.3% | +1.9% |
| 3M | +5.0% | +4.3% | +0.7% | +2.4% |
| 6M | +23.0% | +23.4% | -0.3% | +10.5% |
| YTD | +16.6% | +36.4% | -19.8% | -0.2% |
| 1Y | +33.4% | +53.0% | -19.6% | +7.7% |
| 3Y | +79.9% | +70.6% | +9.2% | +34.9% |
| 5Y | +109.0% | +65.5% | +43.6% | +57.8% |
| 10Y | +1,210.4% | +482.4% | +728.1% | +604.0% |
| All | +1,210.4% | +487.8% | +722.6% | +604.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling