+64.0%
CVX vs CSX
+68.4%
-4.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.5% |
| 7D | -9.7% | -5.5% | -4.2% | -8.7% |
| 30D | +3.6% | +4.9% | -1.3% | +2.4% |
| 3M | +13.3% | -2.9% | +16.2% | +13.8% |
| 6M | +16.9% | +8.3% | +8.5% | +14.2% |
| YTD | +43.4% | +36.7% | +6.7% | +30.6% |
| 1Y | +44.5% | +41.5% | +3.0% | +30.1% |
| 3Y | +64.0% | +68.6% | -4.7% | +31.4% |
| All | +64.0% | +68.4% | -4.4% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling