+3,093.2%
GLW vs CSX
+10,157.3%
-7,064.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +4.2% |
| 7D | -13.9% | -5.5% | -8.4% | -11.6% |
| 30D | -35.0% | +4.9% | -39.9% | -36.9% |
| 3M | -32.4% | -2.9% | -29.5% | -32.0% |
| 6M | -41.3% | +8.3% | -49.7% | -44.2% |
| YTD | +21.8% | +36.7% | -14.9% | +3.9% |
| 1Y | +21.8% | +41.5% | -19.7% | +2.3% |
| 3Y | +307.7% | +68.6% | +239.0% | +207.9% |
| 5Y | +213.7% | +48.4% | +165.3% | +149.4% |
| 10Y | +509.3% | +446.6% | +62.7% | +157.8% |
| All | +3,093.2% | +10,157.3% | -7,064.1% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling