+73.5%
MSFT vs CSX
+65.9%
+7.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -2.7% | -3.4% | +0.7% | -1.6% |
| 30D | +2.7% | -3.1% | +5.8% | +3.7% |
| 3M | +17.0% | +7.2% | +9.8% | +13.6% |
| 6M | +23.8% | +16.2% | +7.7% | +16.0% |
| YTD | +4.0% | +37.5% | -33.6% | -9.3% |
| 1Y | -0.8% | +53.2% | -54.0% | -17.7% |
| 3Y | +55.6% | +68.2% | -12.6% | +18.1% |
| All | +73.5% | +65.9% | +7.6% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling