+1,644.6%
ASML vs CSX
+504.4%
+1,140.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.7% |
| 7D | +1.1% | -3.4% | +4.5% | +2.9% |
| 30D | +2.2% | -3.1% | +5.3% | +3.9% |
| 3M | -2.3% | +7.2% | -9.5% | -6.2% |
| 6M | +23.0% | +16.2% | +6.8% | +12.9% |
| YTD | +61.1% | +37.5% | +23.5% | +34.8% |
| 1Y | +129.1% | +53.2% | +75.9% | +80.4% |
| 3Y | +165.4% | +68.2% | +97.1% | +93.9% |
| 5Y | +109.5% | +65.2% | +44.2% | +55.2% |
| All | +1,644.6% | +504.4% | +1,140.2% | +891.3% |
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