+268.6%
GE vs CSX
+68.4%
+200.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +4.1% |
| 7D | +7.1% | -5.5% | +12.6% | +9.6% |
| 30D | +6.5% | +4.9% | +1.5% | +4.2% |
| 3M | -13.6% | -2.9% | -10.7% | -12.7% |
| 6M | +6.0% | +8.3% | -2.4% | +1.5% |
| YTD | +5.4% | +36.7% | -31.4% | -8.5% |
| 1Y | +6.5% | +41.5% | -35.0% | -8.9% |
| 3Y | +268.6% | +68.6% | +200.0% | +181.1% |
| All | +268.6% | +68.4% | +200.2% | +181.1% |
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