+6.7%
AMZN vs CSX
+41.0%
-34.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | -0.4% |
| 7D | +7.9% | -5.5% | +13.4% | +7.6% |
| 30D | -0.2% | +4.9% | -5.2% | 0.0% |
| 3M | -4.8% | -2.9% | -1.9% | -4.2% |
| 6M | -5.7% | +8.3% | -14.1% | -6.6% |
| YTD | +12.3% | +36.7% | -24.4% | +4.7% |
| 1Y | +6.7% | +41.5% | -34.8% | -1.7% |
| All | +6.7% | +41.0% | -34.3% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling