+253.8%
INTC vs CSX
+487.8%
-234.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.8% | +9.9% | +9.5% |
| 7D | +17.4% | +0.6% | +16.8% | +17.0% |
| 30D | +2.8% | -2.3% | +5.0% | +3.9% |
| 3M | -5.3% | +4.3% | -9.6% | -7.8% |
| 6M | +140.6% | +23.4% | +117.2% | +113.0% |
| YTD | +183.1% | +36.4% | +146.7% | +136.5% |
| 1Y | +326.8% | +53.0% | +273.7% | +233.8% |
| 3Y | +179.4% | +70.6% | +108.8% | +105.4% |
| 5Y | +111.7% | +65.5% | +46.3% | +56.8% |
| 10Y | +253.8% | +482.4% | -228.5% | +78.3% |
| All | +253.8% | +487.8% | -234.0% | +78.3% |
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