+9,772.3%
CSX vs OMC
+6,006.3%
+3,766.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.9% |
| 7D | -3.4% | -6.4% | +3.0% | -0.9% |
| 30D | -3.1% | +1.1% | -4.2% | -3.8% |
| 3M | +7.2% | +10.4% | -3.2% | +2.0% |
| 6M | +16.2% | -1.7% | +17.9% | +15.5% |
| YTD | +37.5% | +4.4% | +33.1% | +31.7% |
| 1Y | +53.2% | +8.4% | +44.8% | +43.6% |
| 3Y | +68.2% | +14.4% | +53.8% | +51.1% |
| 5Y | +65.2% | +33.9% | +31.4% | +35.6% |
| 10Y | +504.1% | +34.9% | +469.3% | +374.9% |
| All | +9,772.3% | +6,006.3% | +3,766.0% | +2,345.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling