+120.7%
GOOGL vs CSX
+68.4%
+52.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +1.4% |
| 7D | +1.8% | -5.5% | +7.3% | +2.8% |
| 30D | -18.8% | +4.9% | -23.7% | -19.6% |
| 3M | -20.3% | -2.9% | -17.5% | -19.9% |
| 6M | -28.4% | +8.3% | -36.7% | -30.3% |
| YTD | -8.8% | +36.7% | -45.6% | -16.8% |
| 1Y | +0.3% | +41.5% | -41.2% | -9.4% |
| 3Y | +120.7% | +68.6% | +52.1% | +86.6% |
| All | +120.7% | +68.4% | +52.3% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling