+504.6%
CSX vs SLB
-3.2%
+507.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +0.8% | -4.2% | -3.7% |
| 30D | -3.1% | +15.8% | -18.9% | -7.3% |
| 3M | +7.2% | -0.3% | +7.5% | +6.6% |
| 6M | +16.2% | +21.3% | -5.2% | +8.7% |
| YTD | +37.5% | +52.3% | -14.8% | +20.0% |
| 1Y | +53.2% | +63.6% | -10.4% | +30.4% |
| 3Y | +68.2% | +3.8% | +64.5% | +60.0% |
| 5Y | +65.2% | +128.6% | -63.4% | +14.1% |
| All | +504.6% | -3.2% | +507.8% | +370.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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