+1,395.4%
ASML vs CSX
+440.0%
+955.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.4% | +8.4% | +6.8% |
| 7D | -9.0% | -5.5% | -3.5% | -6.4% |
| 30D | -21.0% | +4.9% | -25.9% | -23.4% |
| 3M | -16.3% | -2.9% | -13.4% | -15.6% |
| 6M | -7.5% | +8.3% | -15.9% | -12.5% |
| YTD | +34.0% | +36.7% | -2.8% | +11.5% |
| 1Y | +39.3% | +41.5% | -2.2% | +13.7% |
| 3Y | +128.9% | +68.6% | +60.2% | +65.5% |
| 5Y | +76.1% | +48.4% | +27.6% | +36.2% |
| All | +1,395.4% | +440.0% | +955.4% | +839.1% |
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