+133.7%
GOOG vs CSX
+66.7%
+67.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | -5.1% | -2.3% | -2.8% | -4.2% |
| 3M | -7.1% | +4.3% | -11.4% | -9.3% |
| 6M | +12.7% | +23.4% | -10.7% | +1.9% |
| YTD | +7.1% | +36.4% | -29.3% | -7.6% |
| 1Y | +43.6% | +53.0% | -9.4% | +17.2% |
| 3Y | +146.8% | +70.6% | +76.1% | +82.0% |
| 5Y | +133.7% | +65.5% | +68.2% | +69.1% |
| All | +133.7% | +66.7% | +67.0% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling