+207.2%
CVX vs CSX
+487.8%
-280.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | +13.4% | -2.3% | +15.7% | +14.5% |
| 3M | +11.8% | +4.3% | +7.5% | +9.2% |
| 6M | +12.4% | +23.4% | -10.9% | +0.5% |
| YTD | +41.5% | +36.4% | +5.1% | +20.0% |
| 1Y | +41.6% | +53.0% | -11.4% | +12.8% |
| 3Y | +42.2% | +70.6% | -28.4% | +4.6% |
| 5Y | +166.0% | +65.5% | +100.5% | +92.1% |
| 10Y | +207.2% | +482.4% | -275.1% | +48.2% |
| All | +207.2% | +487.8% | -280.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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