+412.6%
CSX vs GM
+249.7%
+162.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.3% | +1.5% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +6.8% | +8.4% | -1.6% | +3.9% |
| 3M | +0.7% | +2.6% | -1.9% | -0.6% |
| 6M | +13.3% | +14.3% | -1.0% | +7.3% |
| YTD | +40.5% | +11.0% | +29.6% | +33.7% |
| 1Y | +44.7% | +27.8% | +16.9% | +31.3% |
| 3Y | +74.5% | +246.7% | -172.2% | +7.4% |
| 5Y | +52.0% | +59.6% | -7.6% | +19.1% |
| 10Y | +412.6% | +249.1% | +163.5% | +161.4% |
| All | +412.6% | +249.7% | +162.9% | +161.4% |
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