+119.2%
GOOG vs CSX
+73.0%
+46.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | +0.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.3% |
| 30D | -17.8% | +6.8% | -24.6% | -18.9% |
| 3M | -19.0% | +0.7% | -19.7% | -19.2% |
| 6M | -27.9% | +13.3% | -41.1% | -30.4% |
| YTD | -8.7% | +40.5% | -49.2% | -17.0% |
| 1Y | +2.5% | +44.7% | -42.2% | -7.6% |
| 3Y | +119.2% | +74.5% | +44.7% | +85.5% |
| All | +119.2% | +73.0% | +46.3% | +85.5% |
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