+270.3%
ORCL vs CSX
+415.8%
-145.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +8.0% | +6.0% | +2.0% | +5.9% |
| 30D | -4.0% | +7.8% | -11.8% | -6.6% |
| 3M | -19.5% | +4.1% | -23.6% | -20.7% |
| 6M | -33.5% | +17.9% | -51.4% | -38.0% |
| YTD | -34.8% | +44.9% | -79.7% | -44.2% |
| 1Y | -41.6% | +51.1% | -92.8% | -50.9% |
| 3Y | +13.8% | +78.3% | -64.5% | -12.3% |
| 5Y | +43.4% | +58.1% | -14.7% | +14.4% |
| All | +270.3% | +415.8% | -145.6% | +129.7% |
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 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