+205.7%
GLW vs CSX
+52.1%
+153.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.3% | -10.6% | -11.8% |
| 7D | -19.7% | -2.7% | -17.0% | -18.7% |
| 30D | -38.8% | +7.0% | -45.8% | -41.1% |
| 3M | -33.9% | -0.3% | -33.6% | -34.1% |
| 6M | -36.0% | +13.5% | -49.5% | -40.6% |
| YTD | +18.7% | +41.5% | -22.8% | -0.9% |
| 1Y | +19.8% | +45.8% | -26.0% | -1.4% |
| 3Y | +294.3% | +74.4% | +219.9% | +183.7% |
| 5Y | +205.7% | +53.6% | +152.1% | +127.0% |
| All | +205.7% | +52.1% | +153.6% | +127.0% |
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