+220,352.3%
CSCO vs CSX
+10,705.6%
+209,646.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -0.7% | -3.4% | +2.7% | +0.7% |
| 30D | -10.1% | -3.1% | -7.0% | -9.0% |
| 3M | -15.7% | +7.2% | -22.9% | -18.3% |
| 6M | +36.3% | +16.2% | +20.1% | +27.4% |
| YTD | +43.8% | +37.5% | +6.3% | +25.4% |
| 1Y | +63.9% | +53.2% | +10.7% | +36.4% |
| 3Y | +104.4% | +68.2% | +36.1% | +61.3% |
| 5Y | +111.4% | +65.2% | +46.1% | +66.3% |
| 10Y | +361.7% | +504.1% | -142.5% | +105.3% |
| All | +220,352.3% | +10,705.6% | +209,646.7% | +19,650.9% |
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