+304.8%
CSCO vs CSX
+440.0%
-135.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.5% |
| 7D | -10.2% | -5.5% | -4.7% | -7.9% |
| 30D | -20.1% | +4.9% | -25.0% | -21.9% |
| 3M | -22.4% | -2.9% | -19.5% | -21.6% |
| 6M | +2.8% | +8.3% | -5.6% | -1.3% |
| YTD | +23.6% | +36.7% | -13.1% | +6.6% |
| 1Y | +34.0% | +41.5% | -7.5% | +13.8% |
| 3Y | +89.3% | +68.6% | +20.6% | +45.7% |
| 5Y | +87.9% | +48.4% | +39.4% | +51.0% |
| All | +304.8% | +440.0% | -135.1% | +135.4% |
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