+38.0%
TSLA vs CSX
+68.2%
-30.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.3% |
| 7D | +1.5% | -3.4% | +4.9% | +2.9% |
| 30D | +10.1% | -3.1% | +13.2% | +11.5% |
| 3M | -15.4% | +7.2% | -22.6% | -18.8% |
| 6M | -12.8% | +16.2% | -28.9% | -20.2% |
| YTD | -21.3% | +37.5% | -58.8% | -34.5% |
| 1Y | +4.6% | +53.2% | -48.6% | -19.0% |
| All | +38.0% | +68.2% | -30.2% | -7.6% |
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