+772.7%
GOOG vs CSX
+481.1%
+291.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -7.7% | -3.2% | -4.4% | -6.5% |
| 3M | -9.3% | +2.6% | -11.9% | -10.8% |
| 6M | +7.4% | +19.8% | -12.4% | -0.9% |
| YTD | +4.9% | +34.7% | -29.8% | -8.0% |
| 1Y | +37.2% | +52.1% | -14.9% | +14.2% |
| 3Y | +141.6% | +68.4% | +73.2% | +88.4% |
| 5Y | +128.8% | +65.1% | +63.6% | +79.0% |
| 10Y | +772.7% | +496.7% | +276.0% | +441.2% |
| All | +772.7% | +481.1% | +291.6% | +441.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling