+32.7%
ORCL vs CSX
+68.2%
-35.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +3.0% |
| 7D | +5.3% | -3.4% | +8.6% | +5.6% |
| 30D | +10.0% | -3.1% | +13.0% | +10.3% |
| 3M | -32.6% | +7.2% | -39.8% | -33.4% |
| 6M | +4.9% | +16.2% | -11.2% | +1.5% |
| YTD | -17.8% | +37.5% | -55.3% | -23.7% |
| 1Y | -28.0% | +53.2% | -81.2% | -35.5% |
| All | +32.7% | +68.2% | -35.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling