+2,681.1%
TSLA vs CSX
+440.0%
+2,241.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.4% | +7.6% | +5.9% |
| 7D | -10.4% | -5.5% | -4.9% | -7.8% |
| 30D | -5.2% | +4.9% | -10.1% | -7.8% |
| 3M | +12.1% | -2.9% | +15.0% | +13.2% |
| 6M | -10.2% | +8.3% | -18.5% | -15.3% |
| YTD | -20.3% | +36.7% | -57.1% | -34.3% |
| 1Y | -19.7% | +41.5% | -61.2% | -35.0% |
| 3Y | +63.4% | +68.6% | -5.3% | +17.8% |
| 5Y | -12.1% | +48.4% | -60.5% | -32.6% |
| All | +2,681.1% | +440.0% | +2,241.1% | +1,477.2% |
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