+555.5%
AMZN vs CSX
+487.8%
+67.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -6.4% | -2.3% | -4.1% | -5.6% |
| 3M | +4.8% | +4.3% | +0.5% | +2.7% |
| 6M | +20.5% | +23.4% | -2.8% | +10.2% |
| YTD | +11.3% | +36.4% | -25.1% | -2.3% |
| 1Y | +9.0% | +53.0% | -44.1% | -8.9% |
| 3Y | +85.9% | +70.6% | +15.3% | +47.0% |
| 5Y | +45.8% | +65.5% | -19.7% | +17.0% |
| 10Y | +555.5% | +482.4% | +73.1% | +280.5% |
| All | +555.5% | +487.8% | +67.6% | +280.5% |
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 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