+263,909.3%
AMZN vs CSX
+2,970.2%
+260,939.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.5% |
| 7D | -3.0% | -3.4% | +0.4% | -1.6% |
| 30D | -5.2% | -3.1% | -2.1% | -4.0% |
| 3M | +1.9% | +7.2% | -5.3% | -1.4% |
| 6M | +19.2% | +16.2% | +3.1% | +11.3% |
| YTD | +12.0% | +37.5% | -25.6% | -2.6% |
| 1Y | +9.7% | +53.2% | -43.5% | -9.0% |
| 3Y | +87.2% | +68.2% | +18.9% | +48.0% |
| 5Y | +48.7% | +65.2% | -16.6% | +18.5% |
| 10Y | +569.3% | +504.1% | +65.2% | +194.7% |
| All | +263,909.3% | +2,970.2% | +260,939.1% | +56,653.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling