+87.5%
AMZN vs CSX
+73.8%
+13.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -3.0% | -3.4% | +0.4% | -1.9% |
| 30D | -5.2% | -3.1% | -2.1% | -4.3% |
| 3M | +1.9% | +7.2% | -5.3% | -1.1% |
| 6M | +19.2% | +16.2% | +3.1% | +11.6% |
| YTD | +12.0% | +37.5% | -25.6% | -2.3% |
| 1Y | +9.7% | +53.2% | -43.5% | -9.0% |
| All | +87.5% | +73.8% | +13.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling