+7.4%
AVGO vs CSX
+52.7%
-45.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -13.8% | -2.3% | -11.6% | -13.7% |
| 3M | -6.9% | +4.3% | -11.2% | -7.5% |
| 6M | +11.9% | +23.4% | -11.4% | +9.3% |
| YTD | +6.9% | +36.4% | -29.5% | +4.5% |
| 1Y | +7.4% | +53.0% | -45.6% | +10.4% |
| All | +7.4% | +52.7% | -45.3% | +10.4% |
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 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