+21.8%
GLW vs CSX
+41.0%
-19.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.2% |
| 7D | -13.9% | -5.5% | -8.4% | -11.5% |
| 30D | -35.0% | +4.9% | -39.9% | -37.4% |
| 3M | -32.4% | -2.9% | -29.5% | -31.0% |
| 6M | -41.3% | +8.3% | -49.7% | -46.0% |
| YTD | +21.8% | +36.7% | -14.9% | -7.4% |
| 1Y | +21.8% | +41.5% | -19.7% | -10.5% |
| All | +21.8% | +41.0% | -19.2% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling