+79.5%
CSX vs EOG
+40.8%
+38.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +3.1% | +7.4% | -4.3% | +2.0% |
| 30D | +9.7% | +2.3% | +7.4% | +9.2% |
| 3M | +4.9% | +9.5% | -4.5% | +3.1% |
| 6M | +18.4% | +17.7% | +0.7% | +14.5% |
| YTD | +45.9% | +52.9% | -7.0% | +31.3% |
| 1Y | +50.0% | +47.7% | +2.3% | +36.1% |
| All | +79.5% | +40.8% | +38.7% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling