+418.4%
CSX vs O
+82.2%
+336.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.1% | -0.4% | +3.5% | +3.3% |
| 30D | +9.7% | +8.3% | +1.4% | +5.9% |
| 3M | +4.9% | -4.0% | +8.9% | +6.8% |
| 6M | +18.4% | -2.6% | +21.0% | +19.6% |
| YTD | +45.9% | +9.9% | +36.0% | +39.6% |
| 1Y | +50.0% | +9.8% | +40.1% | +43.4% |
| 3Y | +78.0% | +39.7% | +38.3% | +50.7% |
| 5Y | +59.2% | +9.2% | +50.0% | +49.6% |
| All | +418.4% | +82.2% | +336.2% | +326.2% |
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