+10,269.8%
CSX vs EOG
+7,913.4%
+2,356.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -0.3% | +4.6% | -4.9% | -1.4% |
| 30D | +8.7% | +2.9% | +5.8% | +7.7% |
| 3M | +4.2% | +8.0% | -3.7% | +1.9% |
| 6M | +16.7% | +17.0% | -0.3% | +11.3% |
| YTD | +44.5% | +51.1% | -6.6% | +28.5% |
| 1Y | +50.3% | +45.1% | +5.2% | +34.9% |
| 3Y | +76.3% | +39.4% | +36.9% | +57.8% |
| 5Y | +58.1% | +105.6% | -47.4% | +24.2% |
| 10Y | +416.4% | +133.5% | +282.9% | +256.8% |
| All | +10,269.8% | +7,913.4% | +2,356.4% | +3,631.5% |
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 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