+33,471.1%
ORCL vs CSX
+10,217.9%
+23,253.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +5.3% | -3.4% | +8.6% | +6.7% |
| 30D | +10.0% | -3.1% | +13.0% | +11.3% |
| 3M | -32.6% | +7.2% | -39.8% | -34.7% |
| 6M | +4.9% | +16.2% | -11.2% | -2.1% |
| YTD | -17.8% | +37.5% | -55.3% | -28.1% |
| 1Y | -28.0% | +53.2% | -81.2% | -39.9% |
| 3Y | +36.0% | +68.2% | -32.2% | +8.0% |
| 5Y | +88.7% | +65.2% | +23.5% | +49.4% |
| 10Y | +346.9% | +504.1% | -157.2% | +106.6% |
| All | +33,471.1% | +10,217.9% | +23,253.2% | +3,990.7% |
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 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