+93.4%
META vs CSX
+74.3%
+19.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.4% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | -18.1% | +7.0% | -25.1% | -19.7% |
| 3M | +2.9% | -0.3% | +3.1% | +2.9% |
| 6M | +0.2% | +13.5% | -13.3% | -4.4% |
| YTD | -8.1% | +41.5% | -49.6% | -19.8% |
| 1Y | -4.5% | +45.8% | -50.3% | -17.7% |
| All | +93.4% | +74.3% | +19.2% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling