+151.7%
GOOGL vs CSX
+68.2%
+83.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.3% | -3.4% | +1.1% | -1.6% |
| 30D | -6.6% | -3.1% | -3.5% | -6.0% |
| 3M | -8.9% | +7.2% | -16.1% | -10.9% |
| 6M | +11.9% | +16.2% | -4.3% | +6.8% |
| YTD | +8.3% | +37.5% | -29.2% | -1.0% |
| 1Y | +46.2% | +53.2% | -7.0% | +29.6% |
| All | +151.7% | +68.2% | +83.4% | +110.6% |
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