+4,658.0%
CSX vs O
+5,283.0%
-625.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -2.7% | +4.5% | -7.2% | -4.5% |
| 30D | +7.0% | +10.2% | -3.2% | +2.7% |
| 3M | -0.3% | -3.8% | +3.5% | +1.3% |
| 6M | +13.5% | -3.8% | +17.4% | +15.2% |
| YTD | +41.5% | +10.3% | +31.2% | +35.4% |
| 1Y | +45.8% | +11.9% | +33.9% | +38.6% |
| 3Y | +74.4% | +38.1% | +36.3% | +49.9% |
| 5Y | +53.6% | +11.1% | +42.5% | +43.8% |
| 10Y | +465.6% | +72.7% | +392.9% | +316.4% |
| All | +4,658.0% | +5,283.0% | -625.0% | +1,051.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling