+133.0%
AAPL vs CSX
+47.4%
+85.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +1.0% |
| 7D | -0.7% | -5.5% | +4.9% | +1.9% |
| 30D | +1.7% | +4.9% | -3.2% | -0.6% |
| 3M | +9.7% | -2.9% | +12.5% | +10.8% |
| 6M | +19.3% | +8.3% | +10.9% | +13.7% |
| YTD | +26.3% | +36.7% | -10.5% | +6.6% |
| 1Y | +27.4% | +41.5% | -14.1% | +5.5% |
| 3Y | +93.6% | +68.6% | +25.0% | +39.2% |
| All | +133.0% | +47.4% | +85.6% | +74.5% |
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