+346.9%
ORCL vs CSX
+504.4%
-157.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +5.3% | -3.4% | +8.6% | +6.6% |
| 30D | +10.0% | -3.1% | +13.0% | +11.2% |
| 3M | -32.6% | +7.2% | -39.8% | -34.7% |
| 6M | +4.9% | +16.2% | -11.2% | -1.9% |
| YTD | -17.8% | +37.5% | -55.3% | -28.1% |
| 1Y | -28.0% | +53.2% | -81.2% | -39.9% |
| 3Y | +36.0% | +68.2% | -32.2% | +7.2% |
| 5Y | +88.7% | +65.2% | +23.5% | +48.1% |
| All | +346.9% | +504.4% | -157.4% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling