+416.4%
CSX vs OMC
+57.3%
+359.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | +1.6% | -1.9% | -0.9% |
| 30D | +8.7% | +15.3% | -6.6% | +2.6% |
| 3M | +4.2% | +4.5% | -0.3% | +2.1% |
| 6M | +16.7% | +20.8% | -4.1% | +6.8% |
| YTD | +44.5% | +13.5% | +31.0% | +33.9% |
| 1Y | +50.3% | +25.2% | +25.0% | +32.8% |
| 3Y | +76.3% | +30.5% | +45.9% | +48.6% |
| 5Y | +58.1% | +52.7% | +5.5% | +19.5% |
| 10Y | +416.4% | +55.2% | +361.2% | +266.1% |
| All | +416.4% | +57.3% | +359.1% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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