+74.7%
TSLA vs CSX
+76.9%
-2.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.3% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +3.4% | +8.7% | -5.3% | +0.2% |
| 3M | +17.4% | +4.2% | +13.2% | +15.5% |
| 6M | -12.2% | +16.7% | -28.8% | -18.7% |
| YTD | -13.1% | +44.5% | -57.6% | -28.8% |
| 1Y | -11.1% | +50.3% | -61.4% | -28.8% |
| All | +74.7% | +76.9% | -2.2% | +27.5% |
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