+542.4%
GLW vs CSX
+436.1%
+106.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.8% | +6.5% | +7.7% |
| 7D | -5.9% | -2.2% | -3.7% | -4.7% |
| 30D | -26.0% | +6.8% | -32.8% | -29.2% |
| 3M | -29.9% | +0.7% | -30.6% | -30.7% |
| 6M | -37.8% | +13.3% | -51.0% | -42.7% |
| YTD | +33.1% | +40.5% | -7.4% | +8.7% |
| 1Y | +36.8% | +44.7% | -7.8% | +9.9% |
| 3Y | +356.1% | +74.5% | +281.6% | +218.4% |
| 5Y | +243.8% | +52.0% | +191.8% | +156.0% |
| 10Y | +542.4% | +412.6% | +129.7% | +236.7% |
| All | +542.4% | +436.1% | +106.3% | +236.7% |
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 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