+526.0%
GLW vs CSX
+415.8%
+110.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | +7.7% | +6.0% | +1.8% | +4.5% |
| 30D | -18.8% | +7.8% | -26.6% | -22.6% |
| 3M | -27.7% | +4.1% | -31.8% | -29.9% |
| 6M | -44.4% | +17.9% | -62.4% | -50.0% |
| YTD | +31.3% | +44.9% | -13.6% | +5.4% |
| 1Y | +40.0% | +51.1% | -11.1% | +9.8% |
| 3Y | +339.2% | +78.3% | +261.0% | +203.1% |
| 5Y | +229.2% | +58.1% | +171.1% | +139.7% |
| All | +526.0% | +415.8% | +110.2% | +219.6% |
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