+45.0%
GOOGL vs CSX
+54.0%
-9.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.3% | -3.4% | +1.1% | -2.1% |
| 30D | -6.6% | -3.1% | -3.5% | -6.4% |
| 3M | -8.9% | +7.2% | -16.1% | -10.4% |
| 6M | +11.9% | +16.2% | -4.3% | +7.0% |
| YTD | +8.3% | +37.5% | -29.2% | +2.1% |
| All | +45.0% | +54.0% | -9.0% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling