-49.5%
ORCL vs CSX
+48.0%
-97.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.6% | -1.1% |
| 7D | -14.4% | +0.1% | -14.5% | -14.3% |
| 30D | -12.8% | +9.7% | -22.6% | -10.0% |
| 3M | -14.8% | +2.3% | -17.1% | -14.0% |
| 6M | -30.9% | +17.1% | -47.9% | -28.1% |
| YTD | -35.7% | +44.9% | -80.6% | -33.4% |
| 1Y | -49.5% | +47.1% | -96.6% | -48.2% |
| All | -49.5% | +48.0% | -97.5% | -48.2% |
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