+2,475.6%
AVGO vs CSX
+416.0%
+2,059.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.3% |
| 7D | 0.0% | +0.7% | -0.8% | -0.3% |
| 30D | -8.2% | +8.1% | -16.3% | -12.0% |
| 3M | -21.3% | +2.2% | -23.5% | -22.5% |
| 6M | -22.5% | +14.6% | -37.1% | -28.6% |
| YTD | -3.6% | +42.2% | -45.7% | -21.2% |
| 1Y | -6.7% | +47.3% | -54.0% | -25.2% |
| 3Y | +258.1% | +73.5% | +184.6% | +154.0% |
| 5Y | +560.9% | +54.1% | +506.8% | +395.1% |
| 10Y | +2,475.6% | +409.0% | +2,066.6% | +1,275.0% |
| All | +2,475.6% | +416.0% | +2,059.6% | +1,275.0% |
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 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