+17.8%
AVGO vs CSX
+55.3%
-37.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -3.0% | -3.4% | +0.4% | -2.8% |
| 30D | -14.4% | -3.1% | -11.4% | -14.3% |
| 3M | -14.4% | +7.2% | -21.6% | -15.1% |
| 6M | +13.1% | +16.2% | -3.0% | +10.1% |
| YTD | +3.8% | +37.5% | -33.8% | +2.5% |
| 1Y | +17.8% | +53.2% | -35.5% | +24.3% |
| All | +17.8% | +55.3% | -37.5% | +24.3% |
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 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