+404.3%
META vs CSX
+440.0%
-35.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.2% |
| 7D | -0.8% | -5.5% | +4.7% | +1.5% |
| 30D | -15.4% | +4.9% | -20.3% | -17.5% |
| 3M | +3.5% | -2.9% | +6.4% | +4.1% |
| 6M | -0.3% | +8.3% | -8.6% | -4.9% |
| YTD | -7.3% | +36.7% | -44.1% | -20.7% |
| 1Y | -1.1% | +41.5% | -42.6% | -16.8% |
| 3Y | +95.1% | +68.6% | +26.4% | +48.3% |
| 5Y | +80.6% | +48.4% | +32.1% | +44.9% |
| All | +404.3% | +440.0% | -35.7% | +218.6% |
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