+158.6%
GE vs CSX
+422.0%
-263.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | +4.0% | -0.3% | +4.3% | +4.2% |
| 30D | +11.1% | +8.7% | +2.4% | +6.0% |
| 3M | -6.7% | +4.2% | -10.9% | -9.1% |
| 6M | +14.3% | +16.7% | -2.4% | +4.3% |
| YTD | +11.7% | +44.5% | -32.7% | -9.0% |
| 1Y | +10.9% | +50.3% | -39.4% | -11.6% |
| 3Y | +279.0% | +76.3% | +202.7% | +170.3% |
| 5Y | +427.0% | +58.1% | +368.9% | +292.0% |
| 10Y | +158.6% | +416.4% | -257.8% | +39.0% |
| All | +158.6% | +422.0% | -263.4% | +39.0% |
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