+10.2%
ORCL vs CSX
+68.4%
-58.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.1% |
| 7D | -11.2% | -5.5% | -5.6% | -10.7% |
| 30D | -18.8% | +4.9% | -23.8% | -19.3% |
| 3M | -18.8% | -2.9% | -15.9% | -18.5% |
| 6M | -39.7% | +8.3% | -48.1% | -40.8% |
| YTD | -39.6% | +36.7% | -76.4% | -44.3% |
| 1Y | -51.7% | +41.5% | -93.2% | -55.9% |
| 3Y | +10.2% | +68.6% | -58.4% | -10.7% |
| All | +10.2% | +68.4% | -58.2% | -10.7% |
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 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