+4,733.6%
CVX vs CSX
+10,441.3%
-5,707.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.8% |
| 7D | -7.5% | -2.2% | -5.3% | -6.8% |
| 30D | -0.6% | +6.8% | -7.4% | -3.0% |
| 3M | +14.0% | +0.7% | +13.3% | +13.3% |
| 6M | +18.1% | +13.3% | +4.9% | +12.5% |
| YTD | +42.2% | +40.5% | +1.6% | +25.0% |
| 1Y | +41.3% | +44.7% | -3.3% | +23.0% |
| 3Y | +68.3% | +74.5% | -6.1% | +35.6% |
| 5Y | +122.0% | +52.0% | +70.0% | +84.9% |
| 10Y | +198.6% | +412.6% | -214.1% | +67.2% |
| All | +4,733.6% | +10,441.3% | -5,707.7% | +1,300.3% |
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