+2,689.6%
GE vs CSX
+10,514.4%
-7,824.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.1% | -3.5% |
| 7D | +0.5% | -2.7% | +3.2% | +1.7% |
| 30D | +1.7% | +7.0% | -5.3% | -1.3% |
| 3M | -17.3% | -0.3% | -17.0% | -17.4% |
| 6M | +10.1% | +13.5% | -3.4% | +3.8% |
| YTD | +2.6% | +41.5% | -38.9% | -11.8% |
| 1Y | +3.7% | +45.8% | -42.1% | -12.0% |
| 3Y | +268.3% | +74.4% | +193.9% | +185.9% |
| 5Y | +376.2% | +53.6% | +322.6% | +286.3% |
| 10Y | +156.4% | +465.6% | -309.2% | +21.3% |
| All | +2,689.6% | +10,514.4% | -7,824.8% | +298.7% |
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