+233.4%
GLW vs CSX
+53.6%
+179.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.9% |
| 7D | -11.1% | +0.7% | -11.8% | -11.4% |
| 30D | -28.4% | +8.1% | -36.5% | -31.5% |
| 3M | -28.8% | +2.2% | -31.0% | -29.9% |
| 6M | -39.8% | +14.6% | -54.4% | -44.4% |
| YTD | +28.7% | +42.2% | -13.5% | +7.1% |
| 1Y | +27.7% | +47.3% | -19.6% | +4.5% |
| 3Y | +331.3% | +73.5% | +257.8% | +211.2% |
| 5Y | +233.4% | +54.1% | +179.3% | +146.8% |
| All | +233.4% | +53.6% | +179.9% | +146.8% |
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