+847.3%
CSX vs GM
+238.5%
+608.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -3.4% | +1.9% | -5.3% | -4.0% |
| 30D | -3.1% | -1.4% | -1.7% | -2.7% |
| 3M | +7.2% | +5.9% | +1.3% | +4.5% |
| 6M | +16.2% | +12.4% | +3.8% | +10.5% |
| YTD | +37.5% | +8.6% | +28.9% | +31.8% |
| 1Y | +53.2% | +52.6% | +0.6% | +29.0% |
| 3Y | +68.2% | +169.7% | -101.4% | +10.4% |
| 5Y | +65.2% | +87.5% | -22.3% | +18.5% |
| 10Y | +504.1% | +233.0% | +271.2% | +203.7% |
| All | +847.3% | +238.5% | +608.8% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling