+115.5%
IBM vs CSX
+65.9%
+49.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -0.3% | -3.4% | +3.1% | +0.7% |
| 30D | +0.3% | -3.1% | +3.4% | +1.1% |
| 3M | -21.6% | +7.2% | -28.8% | -23.3% |
| 6M | -4.7% | +16.2% | -20.9% | -9.6% |
| YTD | -19.1% | +37.5% | -56.6% | -27.5% |
| 1Y | -2.5% | +53.2% | -55.7% | -15.8% |
| 3Y | +74.2% | +68.2% | +5.9% | +43.2% |
| All | +115.5% | +65.9% | +49.6% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling