+667.7%
GOOGL vs CSX
+422.0%
+245.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -16.8% | +8.7% | -25.5% | -19.7% |
| 3M | -14.6% | +4.2% | -18.8% | -16.3% |
| 6M | -24.4% | +16.7% | -41.1% | -29.7% |
| YTD | -6.1% | +44.5% | -50.5% | -20.3% |
| 1Y | +1.0% | +50.3% | -49.3% | -15.8% |
| 3Y | +123.4% | +76.3% | +47.1% | +70.1% |
| 5Y | +103.2% | +58.1% | +45.1% | +60.5% |
| 10Y | +667.7% | +416.4% | +251.3% | +372.4% |
| All | +667.7% | +422.0% | +245.7% | +372.4% |
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