+3.6%
GOOG vs CSX
+48.0%
-44.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +3.3% |
| 7D | -10.7% | +0.1% | -10.9% | -10.8% |
| 30D | -16.4% | +9.7% | -26.2% | -16.3% |
| 3M | -23.4% | +2.3% | -25.7% | -23.0% |
| 6M | -24.2% | +17.1% | -41.3% | -26.1% |
| YTD | -8.3% | +44.9% | -53.2% | -13.9% |
| 1Y | +3.6% | +47.1% | -43.5% | -2.7% |
| All | +3.6% | +48.0% | -44.4% | -2.7% |
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 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