+193,139.0%
CSCO vs CSX
+11,016.2%
+182,122.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.3% | -5.3% | -6.7% |
| 7D | -11.9% | -2.7% | -9.2% | -10.8% |
| 30D | -18.8% | +7.0% | -25.9% | -21.2% |
| 3M | -21.2% | -0.3% | -20.9% | -21.4% |
| 6M | +1.9% | +13.5% | -11.7% | -3.8% |
| YTD | +26.1% | +41.5% | -15.4% | +8.3% |
| 1Y | +34.7% | +45.8% | -11.1% | +14.3% |
| 3Y | +94.0% | +74.4% | +19.7% | +50.7% |
| 5Y | +91.6% | +53.6% | +38.0% | +55.1% |
| 10Y | +323.2% | +465.6% | -142.5% | +92.9% |
| All | +193,139.0% | +11,016.2% | +182,122.8% | +16,962.5% |
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