+412.6%
CSX vs EOG
+120.7%
+292.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -2.2% | -6.0% | +3.8% | -0.7% |
| 30D | +6.8% | +0.9% | +6.0% | +6.3% |
| 3M | +0.7% | +10.9% | -10.2% | -2.5% |
| 6M | +13.3% | +15.8% | -2.5% | +7.8% |
| YTD | +40.5% | +45.8% | -5.3% | +24.6% |
| 1Y | +44.7% | +45.3% | -0.6% | +28.3% |
| 3Y | +74.5% | +36.2% | +38.3% | +55.3% |
| 5Y | +52.0% | +94.0% | -42.0% | +17.1% |
| 10Y | +412.6% | +120.5% | +292.2% | +231.2% |
| All | +412.6% | +120.7% | +292.0% | +231.2% |
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