+153.0%
GE vs CSX
+501.4%
-348.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -1.6% | -3.4% | +1.8% | +0.2% |
| 30D | -11.6% | -3.1% | -8.5% | -10.1% |
| 3M | +3.0% | +7.2% | -4.2% | -1.1% |
| 6M | -0.5% | +16.2% | -16.7% | -8.6% |
| YTD | +9.7% | +37.5% | -27.8% | -7.8% |
| 1Y | +20.0% | +53.2% | -33.2% | -5.2% |
| 3Y | +275.8% | +68.2% | +207.6% | +176.1% |
| 5Y | +429.1% | +65.2% | +363.8% | +285.2% |
| All | +153.0% | +501.4% | -348.3% | +29.2% |
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