+2,664.2%
AVGO vs CSX
+501.4%
+2,162.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -3.0% | -3.4% | +0.4% | -1.3% |
| 30D | -14.4% | -3.1% | -11.4% | -13.2% |
| 3M | -14.4% | +7.2% | -21.6% | -18.0% |
| 6M | +13.1% | +16.2% | -3.0% | +3.6% |
| YTD | +3.8% | +37.5% | -33.8% | -13.3% |
| 1Y | +17.8% | +53.2% | -35.5% | -7.6% |
| 3Y | +325.3% | +68.2% | +257.0% | +207.9% |
| 5Y | +689.9% | +65.2% | +624.7% | +472.1% |
| All | +2,664.2% | +501.4% | +2,162.9% | +1,193.1% |
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 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