+164.9%
ASML vs CSX
+68.2%
+96.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.8% |
| 7D | +1.1% | -3.4% | +4.5% | +2.6% |
| 30D | +2.2% | -3.1% | +5.3% | +3.6% |
| 3M | -2.3% | +7.2% | -9.5% | -5.5% |
| 6M | +23.0% | +16.2% | +6.8% | +14.2% |
| YTD | +61.1% | +37.5% | +23.5% | +38.9% |
| 1Y | +129.1% | +53.2% | +75.9% | +87.6% |
| All | +164.9% | +68.2% | +96.7% | +85.9% |
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