+18.5%
SBUX vs CSX
+73.8%
-55.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | -3.1% | -3.4% | +0.2% | -1.7% |
| 30D | -0.9% | -3.1% | +2.2% | +0.4% |
| 3M | +11.6% | +7.2% | +4.4% | +7.9% |
| 6M | +8.8% | +16.2% | -7.4% | +0.8% |
| YTD | +26.3% | +37.5% | -11.2% | +7.6% |
| 1Y | +23.1% | +53.2% | -30.1% | -0.8% |
| All | +18.5% | +73.8% | -55.3% | -17.1% |
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