+740.1%
CSX vs GWRE
+869.7%
-129.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -19.9% | +20.8% | +4.6% |
| 7D | -3.4% | -21.1% | +17.7% | +0.5% |
| 30D | -3.1% | +1.3% | -4.4% | -4.2% |
| 3M | +7.2% | +7.4% | -0.3% | +3.8% |
| 6M | +16.2% | +5.6% | +10.6% | +11.3% |
| YTD | +37.5% | -19.2% | +56.7% | +39.0% |
| 1Y | +53.2% | -25.1% | +78.4% | +56.4% |
| 3Y | +68.2% | +87.7% | -19.5% | +33.3% |
| 5Y | +65.2% | +32.0% | +33.2% | +39.3% |
| 10Y | +504.1% | +157.8% | +346.4% | +326.8% |
| All | +740.1% | +869.7% | -129.6% | +428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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