+308.5%
CSCO vs CSX
+415.8%
-107.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.6% | -6.0% |
| 7D | +1.9% | +6.0% | -4.1% | -0.6% |
| 30D | -15.8% | +7.8% | -23.6% | -18.6% |
| 3M | -15.4% | +4.1% | -19.5% | -17.1% |
| 6M | -5.4% | +17.9% | -23.3% | -12.4% |
| YTD | +26.5% | +44.9% | -18.4% | +6.4% |
| 1Y | +25.9% | +51.1% | -25.3% | +3.9% |
| 3Y | +97.5% | +78.3% | +19.3% | +48.4% |
| 5Y | +93.0% | +58.1% | +34.9% | +51.0% |
| All | +308.5% | +415.8% | -107.3% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling