+3.3%
AVGO vs CSX
+51.7%
-48.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.6% | +5.4% |
| 7D | +25.0% | +3.1% | +21.9% | +24.3% |
| 30D | +2.0% | +9.7% | -7.7% | +1.3% |
| 3M | -12.3% | +4.9% | -17.2% | -12.3% |
| 6M | -12.8% | +18.4% | -31.2% | -15.7% |
| YTD | +5.9% | +45.9% | -40.0% | -4.1% |
| 1Y | +3.3% | +50.0% | -46.6% | -8.2% |
| All | +3.3% | +51.7% | -48.4% | -8.2% |
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