+9,714.3%
CSX vs OXY
+1,280.2%
+8,434.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -11.9% | +6.4% | -2.2% |
| 30D | +4.9% | -3.1% | +8.1% | +5.7% |
| 3M | -2.9% | +1.1% | -3.9% | -3.6% |
| 6M | +8.3% | +3.2% | +5.1% | +6.2% |
| YTD | +36.7% | +39.0% | -2.3% | +21.7% |
| 1Y | +41.5% | +42.7% | -1.2% | +24.8% |
| 3Y | +68.6% | -3.5% | +72.2% | +63.2% |
| 5Y | +48.4% | +81.3% | -32.9% | +12.4% |
| 10Y | +446.6% | +11.2% | +435.4% | +282.2% |
| All | +9,714.3% | +1,280.2% | +8,434.1% | +3,760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling