+750.9%
GOOGL vs CSX
+487.8%
+263.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +1.1% | +0.6% | +0.4% | +0.8% |
| 30D | -4.4% | -2.3% | -2.2% | -3.6% |
| 3M | -6.8% | +4.3% | -11.1% | -8.9% |
| 6M | +13.6% | +23.4% | -9.8% | +3.5% |
| YTD | +8.3% | +36.4% | -28.1% | -5.5% |
| 1Y | +44.9% | +53.0% | -8.1% | +20.3% |
| 3Y | +150.5% | +70.6% | +79.8% | +94.1% |
| 5Y | +137.7% | +65.5% | +72.3% | +85.6% |
| 10Y | +750.9% | +482.4% | +268.6% | +414.9% |
| All | +750.9% | +487.8% | +263.1% | +414.9% |
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