+412.6%
CSX vs OMC
+56.1%
+356.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.8% |
| 7D | -2.2% | +5.4% | -7.6% | -4.2% |
| 30D | +6.8% | +15.7% | -8.9% | +0.7% |
| 3M | +0.7% | +4.9% | -4.2% | -1.6% |
| 6M | +13.3% | +17.3% | -4.0% | +4.9% |
| YTD | +40.5% | +13.0% | +27.5% | +30.4% |
| 1Y | +44.7% | +24.1% | +20.6% | +28.3% |
| 3Y | +74.5% | +31.2% | +43.3% | +46.7% |
| 5Y | +52.0% | +53.4% | -1.4% | +14.6% |
| 10Y | +412.6% | +55.5% | +357.1% | +264.1% |
| All | +412.6% | +56.1% | +356.6% | +264.1% |
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