-53.4%
ORCL vs CSX
+44.1%
-97.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -7.6% |
| 7D | -17.5% | -2.7% | -14.8% | -18.1% |
| 30D | -20.2% | +7.0% | -27.2% | -18.2% |
| 3M | -19.9% | -0.3% | -19.7% | -19.9% |
| 6M | -37.4% | +13.5% | -51.0% | -35.4% |
| YTD | -40.1% | +41.5% | -81.6% | -38.8% |
| 1Y | -53.4% | +45.8% | -99.1% | -53.4% |
| All | -53.4% | +44.1% | -97.5% | -53.4% |
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