+149.9%
IBM vs CSX
+436.1%
-286.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | -2.5% | -2.2% | -0.3% | -1.8% |
| 30D | +8.4% | +6.8% | +1.5% | +5.6% |
| 3M | +4.5% | +0.7% | +3.8% | +3.9% |
| 6M | +7.9% | +13.3% | -5.4% | +2.3% |
| YTD | -15.2% | +40.5% | -55.7% | -26.6% |
| 1Y | -17.6% | +44.7% | -62.3% | -29.4% |
| 3Y | +82.1% | +74.5% | +7.6% | +42.2% |
| 5Y | +143.3% | +52.0% | +91.3% | +97.4% |
| 10Y | +149.9% | +412.6% | -262.7% | +51.3% |
| All | +149.9% | +436.1% | -286.1% | +51.3% |
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