+117.9%
ASML vs CSX
+74.3%
+43.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.4% |
| 7D | -19.0% | -2.7% | -16.3% | -18.2% |
| 30D | -25.9% | +7.0% | -32.9% | -28.0% |
| 3M | -19.1% | -0.3% | -18.8% | -19.0% |
| 6M | -5.7% | +13.5% | -19.3% | -11.2% |
| YTD | +27.6% | +41.5% | -13.9% | +8.8% |
| 1Y | +30.8% | +45.8% | -15.0% | +10.0% |
| All | +117.9% | +74.3% | +43.6% | +57.3% |
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 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