+47.2%
PYPL vs CSX
+436.1%
-388.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | 0.0% |
| 7D | +2.2% | -2.2% | +4.4% | +3.2% |
| 30D | +8.1% | +6.8% | +1.3% | +4.5% |
| 3M | +1.9% | +0.7% | +1.2% | +1.3% |
| 6M | +33.1% | +13.3% | +19.9% | +24.3% |
| YTD | +3.8% | +40.5% | -36.8% | -14.0% |
| 1Y | -8.3% | +44.7% | -53.0% | -25.2% |
| 3Y | +11.9% | +74.5% | -62.6% | -18.3% |
| 5Y | -70.4% | +52.0% | -122.4% | -77.1% |
| 10Y | +47.2% | +412.6% | -365.5% | -15.0% |
| All | +47.2% | +436.1% | -388.9% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling