+16.2%
CSX vs GM
+12.9%
+3.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -3.4% | +1.9% | -5.3% | -3.7% |
| 30D | -3.1% | -1.4% | -1.7% | -2.9% |
| 3M | +7.2% | +5.9% | +1.3% | +6.3% |
| 6M | +16.2% | +12.4% | +3.8% | +14.2% |
| All | +16.2% | +12.9% | +3.2% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling