+9,772.3%
CSX vs EOG
+7,415.7%
+2,356.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | -3.1% | +8.2% | -11.2% | -5.1% |
| 3M | +7.2% | +3.8% | +3.3% | +5.7% |
| 6M | +16.2% | +15.3% | +0.8% | +11.0% |
| YTD | +37.5% | +41.7% | -4.2% | +24.6% |
| 1Y | +53.2% | +23.6% | +29.7% | +43.4% |
| 3Y | +68.2% | +23.3% | +45.0% | +55.4% |
| 5Y | +65.2% | +170.4% | -105.2% | +20.8% |
| 10Y | +504.1% | +125.5% | +378.6% | +321.6% |
| All | +9,772.3% | +7,415.7% | +2,356.6% | +3,519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling