+24,338.5%
ORCL vs CSX
+10,514.4%
+13,824.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.1% |
| 7D | -17.5% | -2.7% | -14.8% | -16.6% |
| 30D | -20.2% | +7.0% | -27.2% | -22.4% |
| 3M | -19.9% | -0.3% | -19.7% | -20.1% |
| 6M | -37.4% | +13.5% | -51.0% | -41.0% |
| YTD | -40.1% | +41.5% | -81.6% | -48.4% |
| 1Y | -53.4% | +45.8% | -99.1% | -60.3% |
| 3Y | +10.4% | +74.4% | -64.0% | -13.6% |
| 5Y | +29.8% | +53.6% | -23.8% | +5.3% |
| 10Y | +249.2% | +465.6% | -216.4% | +65.1% |
| All | +24,338.5% | +10,514.4% | +13,824.1% | +2,836.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling