+8.2%
ASML vs CSX
+16.9%
-8.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.5% |
| 7D | -10.0% | +0.1% | -10.2% | -9.9% |
| 30D | -19.4% | +9.7% | -29.2% | -19.6% |
| 3M | -12.5% | +2.3% | -14.8% | -11.0% |
| 6M | +8.2% | +17.1% | -8.8% | +6.7% |
| All | +8.2% | +16.9% | -8.7% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling