+93.9%
INTC vs CSX
+65.9%
+28.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.0% |
| 7D | +7.1% | -3.4% | +10.5% | +9.2% |
| 30D | -5.2% | -3.1% | -2.1% | -3.5% |
| 3M | -14.3% | +7.2% | -21.5% | -18.5% |
| 6M | +110.2% | +16.2% | +94.0% | +88.9% |
| YTD | +159.6% | +37.5% | +122.1% | +108.4% |
| 1Y | +289.3% | +53.2% | +236.0% | +189.2% |
| 3Y | +166.1% | +68.2% | +97.8% | +82.5% |
| All | +93.9% | +65.9% | +28.0% | +31.0% |
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