+9.0%
MSFT vs CSX
+48.0%
-39.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +7.3% |
| 7D | +4.7% | +0.1% | +4.5% | +4.6% |
| 30D | +5.8% | +9.7% | -3.9% | +8.3% |
| 3M | +13.0% | +2.3% | +10.7% | +13.6% |
| 6M | +34.9% | +17.1% | +17.9% | +39.6% |
| YTD | +15.7% | +44.9% | -29.2% | +22.9% |
| 1Y | +9.0% | +47.1% | -38.1% | +15.4% |
| All | +9.0% | +48.0% | -39.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling