+416.4%
CSX vs O
+82.5%
+333.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +8.7% | +9.4% | -0.7% | +4.5% |
| 3M | +4.2% | -2.4% | +6.6% | +5.3% |
| 6M | +16.7% | -1.9% | +18.5% | +17.4% |
| YTD | +44.5% | +10.5% | +34.0% | +37.9% |
| 1Y | +50.3% | +10.0% | +40.3% | +43.7% |
| 3Y | +76.3% | +40.5% | +35.8% | +48.9% |
| 5Y | +58.1% | +10.2% | +47.9% | +48.0% |
| 10Y | +416.4% | +82.5% | +333.9% | +324.7% |
| All | +416.4% | +82.5% | +333.9% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling