+15,172.7%
INTC vs CSX
+10,217.9%
+4,954.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.2% |
| 7D | +7.1% | -3.4% | +10.5% | +8.6% |
| 30D | -5.2% | -3.1% | -2.1% | -4.0% |
| 3M | -14.3% | +7.2% | -21.5% | -17.1% |
| 6M | +110.2% | +16.2% | +94.0% | +96.3% |
| YTD | +159.6% | +37.5% | +122.1% | +125.4% |
| 1Y | +289.3% | +53.2% | +236.0% | +222.6% |
| 3Y | +166.1% | +68.2% | +97.8% | +112.2% |
| 5Y | +94.4% | +65.2% | +29.1% | +55.6% |
| 10Y | +227.7% | +504.1% | -276.4% | +54.3% |
| All | +15,172.7% | +10,217.9% | +4,954.8% | +2,074.5% |
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