+278.5%
AVGO vs CSX
+77.5%
+201.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.6% |
| 7D | +18.2% | +6.0% | +12.2% | +16.6% |
| 30D | +0.2% | +7.8% | -7.6% | -1.5% |
| 3M | -16.8% | +4.1% | -20.9% | -17.6% |
| 6M | -16.5% | +17.9% | -34.4% | -20.5% |
| YTD | +0.8% | +44.9% | -44.1% | -10.4% |
| 1Y | +2.8% | +51.1% | -48.3% | -9.9% |
| 3Y | +278.5% | +78.3% | +200.3% | +197.2% |
| All | +278.5% | +77.5% | +201.1% | +197.2% |
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 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