+149.6%
IBM vs CSX
+440.0%
-290.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.4% |
| 7D | -5.0% | -5.5% | +0.6% | -3.0% |
| 30D | +11.1% | +4.9% | +6.2% | +9.0% |
| 3M | +5.7% | -2.9% | +8.6% | +6.6% |
| 6M | +10.1% | +8.3% | +1.8% | +6.2% |
| YTD | -15.6% | +36.7% | -52.3% | -26.1% |
| 1Y | -19.5% | +41.5% | -61.0% | -30.5% |
| 3Y | +80.4% | +68.6% | +11.8% | +42.9% |
| 5Y | +140.0% | +48.4% | +91.6% | +96.6% |
| All | +149.6% | +440.0% | -290.4% | +56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling