+78.3%
CSX vs GM
+231.6%
-153.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +7.8% | +3.6% | +4.3% | +7.0% |
| 3M | +4.1% | -0.2% | +4.3% | +3.9% |
| 6M | +17.9% | +13.9% | +4.0% | +14.2% |
| YTD | +44.9% | +6.5% | +38.4% | +41.7% |
| 1Y | +51.1% | +20.7% | +30.5% | +44.0% |
| 3Y | +78.3% | +229.5% | -151.2% | +43.9% |
| All | +78.3% | +231.6% | -153.3% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling