+74.7%
CSX vs EOG
+21.2%
+53.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | -3.1% | +8.2% | -11.2% | -4.4% |
| 3M | +7.2% | +3.8% | +3.3% | +6.3% |
| 6M | +16.2% | +15.3% | +0.8% | +12.0% |
| YTD | +37.5% | +41.7% | -4.2% | +26.0% |
| 1Y | +53.2% | +23.6% | +29.7% | +44.9% |
| All | +74.7% | +21.2% | +53.5% | +61.6% |
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