+30,355.4%
AVGO vs CSX
+1,421.7%
+28,933.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.2% |
| 7D | +6.1% | -0.3% | +6.4% | +6.4% |
| 30D | -2.7% | +8.7% | -11.4% | -7.0% |
| 3M | -16.9% | +4.2% | -21.1% | -19.1% |
| 6M | -19.1% | +16.7% | -35.8% | -26.3% |
| YTD | +0.3% | +44.5% | -44.2% | -19.0% |
| 1Y | -1.2% | +50.3% | -51.5% | -21.8% |
| 3Y | +272.4% | +76.3% | +196.1% | +162.2% |
| 5Y | +579.0% | +58.1% | +520.9% | +402.6% |
| 10Y | +2,584.7% | +416.4% | +2,168.3% | +927.8% |
| All | +30,355.4% | +1,421.7% | +28,933.7% | +6,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling