+2,883.5%
GE vs CSX
+10,217.9%
-7,334.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -1.6% | -3.4% | +1.8% | -0.2% |
| 30D | -11.6% | -3.1% | -8.5% | -10.4% |
| 3M | +3.0% | +7.2% | -4.2% | -0.2% |
| 6M | -0.5% | +16.2% | -16.7% | -6.9% |
| YTD | +9.7% | +37.5% | -27.8% | -4.3% |
| 1Y | +20.0% | +53.2% | -33.2% | -0.3% |
| 3Y | +275.8% | +68.2% | +207.6% | +196.5% |
| 5Y | +429.1% | +65.2% | +363.8% | +316.8% |
| 10Y | +151.2% | +504.1% | -353.0% | +16.0% |
| All | +2,883.5% | +10,217.9% | -7,334.3% | +332.4% |
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