+13,444.1%
GOOG vs CSX
+3,951.3%
+9,492.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -2.1% | -3.4% | +1.2% | -0.9% |
| 30D | -6.8% | -3.1% | -3.8% | -5.7% |
| 3M | -9.1% | +7.2% | -16.3% | -12.0% |
| 6M | +10.7% | +16.2% | -5.5% | +3.7% |
| YTD | +7.1% | +37.5% | -30.5% | -6.3% |
| 1Y | +44.6% | +53.2% | -8.6% | +21.1% |
| 3Y | +147.4% | +68.2% | +79.2% | +96.3% |
| 5Y | +133.8% | +65.2% | +68.6% | +85.9% |
| 10Y | +777.5% | +504.1% | +273.4% | +310.9% |
| All | +13,444.1% | +3,951.3% | +9,492.8% | +3,472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling