+616.9%
GOOGL vs CSX
+440.0%
+176.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +2.1% |
| 7D | +1.8% | -5.5% | +7.3% | +4.0% |
| 30D | -18.8% | +4.9% | -23.7% | -20.5% |
| 3M | -20.3% | -2.9% | -17.5% | -19.8% |
| 6M | -28.4% | +8.3% | -36.7% | -31.4% |
| YTD | -8.8% | +36.7% | -45.6% | -20.9% |
| 1Y | +0.3% | +41.5% | -41.2% | -14.3% |
| 3Y | +120.7% | +68.6% | +52.1% | +71.3% |
| 5Y | +93.1% | +48.4% | +44.7% | +56.7% |
| All | +616.9% | +440.0% | +176.9% | +374.3% |
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 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