+342.1%
GLW vs CSX
+65.9%
+276.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.2% |
| 7D | +3.8% | -3.4% | +7.1% | +5.6% |
| 30D | -1.3% | -3.1% | +1.7% | +0.3% |
| 3M | -21.8% | +7.2% | -29.0% | -24.7% |
| 6M | +6.9% | +16.2% | -9.3% | -1.3% |
| YTD | +77.2% | +37.5% | +39.6% | +51.1% |
| 1Y | +123.2% | +53.2% | +70.0% | +80.4% |
| 3Y | +400.0% | +68.2% | +331.8% | +270.3% |
| All | +342.1% | +65.9% | +276.3% | +222.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling