+325.4%
AVGO vs CSX
+68.2%
+257.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -3.0% | -3.4% | +0.4% | -2.1% |
| 30D | -14.4% | -3.1% | -11.4% | -13.8% |
| 3M | -14.4% | +7.2% | -21.6% | -16.5% |
| 6M | +13.1% | +16.2% | -3.0% | +7.4% |
| YTD | +3.8% | +37.5% | -33.8% | -6.7% |
| 1Y | +17.8% | +53.2% | -35.5% | +1.8% |
| All | +325.4% | +68.2% | +257.2% | +225.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling