+4,525.0%
CSX vs O
+5,387.7%
-862.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -3.4% | -0.7% | -2.6% | -3.1% |
| 30D | -3.1% | -1.9% | -1.2% | -2.3% |
| 3M | +7.2% | +3.8% | +3.3% | +5.3% |
| 6M | +16.2% | -4.7% | +20.9% | +18.4% |
| YTD | +37.5% | +12.5% | +25.1% | +30.6% |
| 1Y | +53.2% | +10.8% | +42.4% | +46.2% |
| 3Y | +68.2% | +28.8% | +39.5% | +48.7% |
| 5Y | +65.2% | +13.2% | +52.0% | +53.3% |
| 10Y | +504.1% | +53.5% | +450.7% | +366.5% |
| All | +4,525.0% | +5,387.7% | -862.7% | +1,010.7% |
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 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