+9,714.3%
CSX vs OMC
+6,349.0%
+3,365.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.0% |
| 7D | -5.5% | +6.3% | -11.8% | -7.9% |
| 30D | +4.9% | +15.4% | -10.4% | -1.1% |
| 3M | -2.9% | +5.8% | -8.6% | -5.5% |
| 6M | +8.3% | +14.7% | -6.3% | +1.1% |
| YTD | +36.7% | +10.3% | +26.4% | +27.8% |
| 1Y | +41.5% | +23.2% | +18.3% | +25.8% |
| 3Y | +68.6% | +24.6% | +44.0% | +46.0% |
| 5Y | +48.4% | +50.1% | -1.6% | +16.1% |
| 10Y | +446.6% | +54.3% | +392.3% | +306.0% |
| All | +9,714.3% | +6,349.0% | +3,365.3% | +2,272.7% |
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 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