+13,507.3%
GOOGL vs CSX
+3,951.3%
+9,556.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -2.3% | -3.4% | +1.1% | -1.0% |
| 30D | -6.6% | -3.1% | -3.5% | -5.5% |
| 3M | -8.9% | +7.2% | -16.1% | -11.9% |
| 6M | +11.9% | +16.2% | -4.3% | +4.7% |
| YTD | +8.3% | +37.5% | -29.2% | -5.2% |
| 1Y | +46.2% | +53.2% | -7.0% | +22.4% |
| 3Y | +151.9% | +68.2% | +83.6% | +99.7% |
| 5Y | +137.7% | +65.2% | +72.5% | +89.0% |
| 10Y | +757.6% | +504.1% | +253.4% | +301.6% |
| All | +13,507.3% | +3,951.3% | +9,556.0% | +3,489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling