+379.6%
META vs CSX
+504.4%
-124.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +6.7% | -3.4% | +10.1% | +8.2% |
| 30D | +4.8% | -3.1% | +7.8% | +6.1% |
| 3M | -1.6% | +7.2% | -8.8% | -5.0% |
| 6M | -7.5% | +16.2% | -23.6% | -14.2% |
| YTD | -6.4% | +37.5% | -43.9% | -19.6% |
| 1Y | -17.3% | +53.2% | -70.6% | -32.6% |
| 3Y | +109.9% | +68.2% | +41.7% | +60.9% |
| 5Y | +65.4% | +65.2% | +0.1% | +28.3% |
| All | +379.6% | +504.4% | -124.8% | +174.7% |
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