+3,510.1%
CSX vs EBAY
+14,521.1%
-11,011.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.9% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +6.8% | +7.8% | -1.0% | +5.5% |
| 3M | +0.7% | +8.4% | -7.7% | -0.7% |
| 6M | +13.3% | +13.0% | +0.3% | +10.7% |
| YTD | +40.5% | +40.2% | +0.4% | +32.3% |
| 1Y | +44.7% | +46.2% | -1.5% | +35.2% |
| 3Y | +74.5% | +218.4% | -143.9% | +42.3% |
| 5Y | +52.0% | +78.6% | -26.6% | +34.2% |
| 10Y | +412.6% | +384.9% | +27.8% | +283.3% |
| All | +3,510.1% | +14,521.1% | -11,011.0% | +1,949.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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