+2,521.8%
IBM vs CSX
+10,157.3%
-7,635.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.1% |
| 7D | -5.0% | -5.5% | +0.6% | -3.4% |
| 30D | +11.1% | +4.9% | +6.2% | +9.4% |
| 3M | +5.7% | -2.9% | +8.6% | +6.4% |
| 6M | +10.1% | +8.3% | +1.8% | +7.0% |
| YTD | -15.6% | +36.7% | -52.3% | -23.8% |
| 1Y | -19.5% | +41.5% | -61.0% | -28.1% |
| 3Y | +80.4% | +68.6% | +11.8% | +51.4% |
| 5Y | +140.0% | +48.4% | +91.6% | +106.8% |
| 10Y | +155.0% | +446.6% | -291.6% | +48.2% |
| All | +2,521.8% | +10,157.3% | -7,635.5% | +519.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling