-6.8%
AVGO vs CSX
+48.0%
-54.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.0% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -10.2% | +9.7% | -20.0% | -10.5% |
| 3M | -22.0% | +2.3% | -24.3% | -21.6% |
| 6M | -21.6% | +17.1% | -38.7% | -23.6% |
| YTD | -5.4% | +44.9% | -50.3% | -13.1% |
| 1Y | -6.8% | +47.1% | -53.9% | -15.1% |
| All | -6.8% | +48.0% | -54.8% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling