-50.2%
INTC vs CSX
+9.7%
-59.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.4% | +11.1% | +6.4% |
| 7D | -14.4% | -5.5% | -8.9% | -15.9% |
| 30D | -50.2% | +4.9% | -55.2% | -48.8% |
| 3M | -43.6% | -2.9% | -40.8% | -42.1% |
| 6M | -50.2% | +8.3% | -58.5% | -49.9% |
| All | -50.2% | +9.7% | -59.9% | -49.9% |
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