+4,683.6%
CVX vs CSX
+10,217.9%
-5,534.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | +3.3% | -3.4% | +6.7% | +4.5% |
| 30D | +12.9% | -3.1% | +16.0% | +14.0% |
| 3M | +11.7% | +7.2% | +4.5% | +8.8% |
| 6M | +14.1% | +16.2% | -2.0% | +7.5% |
| YTD | +40.7% | +37.5% | +3.1% | +25.0% |
| 1Y | +37.5% | +53.2% | -15.7% | +17.3% |
| 3Y | +43.9% | +68.2% | -24.3% | +17.6% |
| 5Y | +161.5% | +65.2% | +96.2% | +111.9% |
| 10Y | +215.1% | +504.1% | -289.0% | +68.3% |
| All | +4,683.6% | +10,217.9% | -5,534.3% | +1,299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling