+72.2%
CSX vs OMC
+15.0%
+57.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.4% |
| 7D | -3.4% | -6.4% | +3.0% | -2.0% |
| 30D | -3.1% | +1.1% | -4.2% | -3.5% |
| 3M | +7.2% | +10.4% | -3.2% | +4.1% |
| 6M | +16.2% | -1.7% | +17.9% | +16.1% |
| YTD | +37.5% | +4.4% | +33.1% | +35.0% |
| 1Y | +53.2% | +8.4% | +44.8% | +48.0% |
| All | +72.2% | +15.0% | +57.2% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling