-13.3%
IBM vs CSX
+48.0%
-61.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +14.8% | +9.7% | +5.0% | +14.4% |
| 3M | +8.9% | +2.3% | +6.7% | +8.7% |
| 6M | +12.4% | +17.1% | -4.6% | +11.8% |
| YTD | -12.4% | +44.9% | -57.3% | -20.8% |
| 1Y | -13.3% | +47.1% | -60.4% | -22.1% |
| All | -13.3% | +48.0% | -61.3% | -22.1% |
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 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