+64.1%
MSFT vs CSX
+47.4%
+16.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | 0.0% |
| 7D | +1.7% | -5.5% | +7.2% | +3.5% |
| 30D | +0.2% | +4.9% | -4.8% | -1.5% |
| 3M | +6.4% | -2.9% | +9.2% | +7.1% |
| 6M | +28.7% | +8.3% | +20.4% | +24.2% |
| YTD | +10.4% | +36.7% | -26.3% | -3.5% |
| 1Y | +7.6% | +41.5% | -33.9% | -7.4% |
| 3Y | +52.3% | +68.6% | -16.3% | +15.5% |
| All | +64.1% | +47.4% | +16.7% | +28.3% |
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