+2,062.4%
AVGO vs CSX
+440.0%
+1,622.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +2.4% |
| 7D | -9.9% | -5.5% | -4.4% | -7.4% |
| 30D | -22.0% | +4.9% | -26.9% | -24.2% |
| 3M | -30.0% | -2.9% | -27.2% | -29.4% |
| 6M | -30.7% | +8.3% | -39.1% | -34.3% |
| YTD | -14.7% | +36.7% | -51.4% | -28.8% |
| 1Y | -16.8% | +41.5% | -58.3% | -31.9% |
| 3Y | +244.4% | +68.6% | +175.8% | +148.3% |
| 5Y | +474.0% | +48.4% | +425.6% | +339.0% |
| All | +2,062.4% | +440.0% | +1,622.5% | +1,165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling