+482.4%
CSX vs OXY
+2.2%
+480.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -2.3% | +8.5% | -10.7% | -3.9% |
| 3M | +4.3% | +6.0% | -1.7% | +2.8% |
| 6M | +23.4% | +13.0% | +10.4% | +19.2% |
| YTD | +36.4% | +48.9% | -12.5% | +24.4% |
| 1Y | +53.0% | +36.4% | +16.6% | +41.6% |
| 3Y | +70.6% | -2.3% | +72.9% | +66.7% |
| 5Y | +65.5% | +160.6% | -95.2% | +27.4% |
| 10Y | +482.4% | +2.0% | +480.4% | +392.4% |
| All | +482.4% | +2.2% | +480.1% | +392.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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