+146.8%
GOOG vs CSX
+68.3%
+78.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | +1.1% | +0.6% | +0.5% | +0.9% |
| 30D | -5.1% | -2.3% | -2.8% | -4.6% |
| 3M | -7.1% | +4.3% | -11.4% | -8.5% |
| 6M | +12.7% | +23.4% | -10.7% | +6.0% |
| YTD | +7.1% | +36.4% | -29.3% | -2.0% |
| 1Y | +43.6% | +53.0% | -9.4% | +27.3% |
| 3Y | +146.8% | +70.6% | +76.1% | +106.8% |
| All | +146.8% | +68.3% | +78.5% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling