+409.0%
CSX vs GM
+245.7%
+163.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +8.1% | +7.2% | +0.9% | +5.5% |
| 3M | +2.2% | +1.0% | +1.2% | +1.4% |
| 6M | +14.6% | +13.0% | +1.6% | +9.0% |
| YTD | +42.2% | +9.8% | +32.4% | +35.7% |
| 1Y | +47.3% | +25.9% | +21.4% | +34.3% |
| 3Y | +73.5% | +240.4% | -166.9% | +7.4% |
| 5Y | +54.1% | +56.1% | -2.0% | +21.7% |
| 10Y | +409.0% | +226.7% | +182.3% | +166.0% |
| All | +409.0% | +245.7% | +163.2% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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