+482.4%
CSX vs OMC
+32.3%
+450.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | +0.6% | -5.8% | +6.4% | +2.9% |
| 30D | -2.3% | -4.8% | +2.6% | -0.5% |
| 3M | +4.3% | +9.2% | -4.9% | -0.3% |
| 6M | +23.4% | -2.5% | +25.9% | +23.1% |
| YTD | +36.4% | +2.6% | +33.8% | +31.8% |
| 1Y | +53.0% | +5.9% | +47.1% | +44.9% |
| 3Y | +70.6% | +14.2% | +56.4% | +52.1% |
| 5Y | +65.5% | +33.2% | +32.2% | +32.4% |
| 10Y | +482.4% | +33.4% | +449.0% | +338.3% |
| All | +482.4% | +32.3% | +450.1% | +338.3% |
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