+58.3%
CSX vs OMC
+52.4%
+5.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.4% |
| 30D | +7.8% | +12.2% | -4.4% | +4.1% |
| 3M | +4.1% | +0.6% | +3.5% | +3.7% |
| 6M | +17.9% | +21.0% | -3.1% | +10.3% |
| YTD | +44.9% | +12.4% | +32.5% | +37.7% |
| 1Y | +51.1% | +25.4% | +25.7% | +37.6% |
| 3Y | +78.3% | +29.2% | +49.1% | +56.4% |
| All | +58.3% | +52.4% | +5.8% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling