+9,772.3%
CSX vs OXY
+1,363.1%
+8,409.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -3.4% | +1.6% | -5.0% | -3.8% |
| 30D | -3.1% | +11.6% | -14.7% | -6.2% |
| 3M | +7.2% | +2.8% | +4.4% | +5.8% |
| 6M | +16.2% | +13.0% | +3.1% | +10.5% |
| YTD | +37.5% | +47.4% | -9.8% | +20.8% |
| 1Y | +53.2% | +31.5% | +21.8% | +38.5% |
| 3Y | +68.2% | -1.9% | +70.2% | +62.3% |
| 5Y | +65.2% | +148.0% | -82.7% | +13.6% |
| 10Y | +504.1% | +2.3% | +501.9% | +338.2% |
| All | +9,772.3% | +1,363.1% | +8,409.2% | +3,733.5% |
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