+554.2%
GLW vs CSX
+419.3%
+134.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.3% |
| 7D | +15.5% | +3.1% | +12.4% | +13.6% |
| 30D | -19.6% | +9.7% | -29.3% | -24.1% |
| 3M | -28.5% | +4.9% | -33.4% | -31.0% |
| 6M | -39.5% | +18.4% | -57.9% | -45.7% |
| YTD | +37.2% | +45.9% | -8.7% | +9.7% |
| 1Y | +35.4% | +50.0% | -14.5% | +6.7% |
| 3Y | +359.7% | +78.0% | +281.7% | +217.5% |
| 5Y | +244.0% | +59.2% | +184.8% | +149.5% |
| All | +554.2% | +419.3% | +134.9% | +232.7% |
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