+47.3%
CSX vs O
+10.5%
+36.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | +3.5% | -2.8% | -1.0% |
| 30D | +8.1% | +10.4% | -2.3% | +3.2% |
| 3M | +2.2% | -2.4% | +4.6% | +2.7% |
| 6M | +14.6% | -1.2% | +15.8% | +14.4% |
| YTD | +42.2% | +10.4% | +31.8% | +39.2% |
| 1Y | +47.3% | +11.4% | +35.9% | +43.3% |
| All | +47.3% | +10.5% | +36.9% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling