+38.4%
LLY vs CSX
+13.7%
+24.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.3% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | +17.9% | +7.0% | +10.9% | +17.3% |
| 3M | +16.8% | -0.3% | +17.1% | +16.9% |
| 6M | +38.4% | +13.5% | +24.9% | +43.0% |
| All | +38.4% | +13.7% | +24.7% | +43.0% |
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 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