+427.3%
CSX vs EOG
+118.2%
+309.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.8% |
| 7D | -5.5% | -11.1% | +5.6% | -2.6% |
| 30D | +4.9% | +2.7% | +2.2% | +3.9% |
| 3M | -2.9% | +8.8% | -11.6% | -5.5% |
| 6M | +8.3% | +10.8% | -2.4% | +4.4% |
| YTD | +36.7% | +44.6% | -7.8% | +21.6% |
| 1Y | +41.5% | +44.6% | -3.1% | +25.6% |
| 3Y | +68.6% | +29.5% | +39.1% | +52.2% |
| 5Y | +48.4% | +96.3% | -47.8% | +13.9% |
| All | +427.3% | +118.2% | +309.2% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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