+98.7%
INTC vs CSX
+440.0%
-341.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.4% | +11.1% | +9.4% |
| 7D | -14.4% | -5.5% | -8.9% | -12.0% |
| 30D | -50.2% | +4.9% | -55.2% | -51.8% |
| 3M | -43.6% | -2.9% | -40.8% | -43.3% |
| 6M | -50.2% | +8.3% | -58.5% | -53.0% |
| YTD | +52.5% | +36.7% | +15.8% | +26.1% |
| 1Y | +51.1% | +41.5% | +9.6% | +22.7% |
| 3Y | +50.3% | +68.6% | -18.3% | +10.3% |
| 5Y | +19.2% | +48.4% | -29.3% | -7.7% |
| All | +98.7% | +440.0% | -341.2% | +17.6% |
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 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