-28.4%
GOOGL vs CSX
+9.7%
-38.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | -0.2% |
| 7D | +1.8% | -5.5% | +7.3% | 0.0% |
| 30D | -18.8% | +4.9% | -23.7% | -17.0% |
| 3M | -20.3% | -2.9% | -17.5% | -20.6% |
| 6M | -28.4% | +8.3% | -36.7% | -28.1% |
| All | -28.4% | +9.7% | -38.1% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling