+85,040.9%
ASML vs CSX
+4,253.3%
+80,787.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -5.0% |
| 7D | -10.0% | +0.1% | -10.2% | -10.2% |
| 30D | -19.4% | +9.7% | -29.2% | -23.7% |
| 3M | -12.5% | +2.3% | -14.8% | -14.1% |
| 6M | +8.2% | +17.1% | -8.8% | -1.4% |
| YTD | +40.7% | +44.9% | -4.2% | +14.2% |
| 1Y | +46.1% | +47.1% | -1.0% | +17.6% |
| 3Y | +138.5% | +78.6% | +59.9% | +70.0% |
| 5Y | +84.2% | +57.2% | +27.0% | +41.1% |
| 10Y | +1,505.1% | +479.2% | +1,025.9% | +492.4% |
| All | +85,040.9% | +4,253.3% | +80,787.6% | +9,921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling