+48.2%
CSX vs O
+10.1%
+38.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.0% |
| 7D | -5.5% | +3.7% | -9.2% | -7.0% |
| 30D | +4.9% | +11.2% | -6.3% | +0.3% |
| 3M | -2.9% | -4.0% | +1.1% | -1.3% |
| 6M | +8.3% | -5.2% | +13.6% | +10.6% |
| YTD | +36.7% | +9.5% | +27.3% | +31.4% |
| 1Y | +41.5% | +10.6% | +30.9% | +35.3% |
| 3Y | +68.6% | +38.1% | +30.5% | +43.2% |
| All | +48.2% | +10.1% | +38.0% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling