+324.2%
CSCO vs CSX
+416.0%
-91.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -17.1% | +8.1% | -25.2% | -20.0% |
| 3M | -19.6% | +2.2% | -21.8% | -20.6% |
| 6M | +2.4% | +14.6% | -12.2% | -4.1% |
| YTD | +29.8% | +42.2% | -12.4% | +10.0% |
| 1Y | +38.7% | +47.3% | -8.6% | +15.7% |
| 3Y | +101.3% | +73.5% | +27.8% | +53.0% |
| 5Y | +94.8% | +54.1% | +40.7% | +54.0% |
| 10Y | +324.2% | +409.0% | -84.8% | +143.6% |
| All | +324.2% | +416.0% | -91.8% | +143.6% |
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 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