+841.7%
CSX vs GM
+232.3%
+609.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.2% | -2.1% |
| 7D | -5.5% | -1.4% | -4.1% | -5.1% |
| 30D | +4.9% | +6.4% | -1.4% | +2.5% |
| 3M | -2.9% | -0.7% | -2.2% | -3.1% |
| 6M | +8.3% | +9.9% | -1.6% | +3.6% |
| YTD | +36.7% | +6.7% | +30.1% | +31.3% |
| 1Y | +41.5% | +26.2% | +15.3% | +27.8% |
| 3Y | +68.6% | +205.0% | -136.4% | +5.2% |
| 5Y | +48.4% | +53.6% | -5.2% | +15.3% |
| 10Y | +446.6% | +233.4% | +213.2% | +173.4% |
| All | +841.7% | +232.3% | +609.4% | +327.4% |
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 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