+9.5%
IBM vs CSX
+13.7%
-4.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.7% |
| 7D | -4.3% | -2.7% | -1.6% | -4.3% |
| 30D | +11.7% | +7.0% | +4.7% | +11.8% |
| 3M | +5.5% | -0.3% | +5.8% | +5.2% |
| 6M | +9.5% | +13.5% | -4.1% | +14.1% |
| All | +9.5% | +13.7% | -4.3% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling