-68.9%
CBRS vs CSX
+14.1%
-83.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.1% | +7.9% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | -41.1% | +6.8% | -47.9% | -40.7% |
| 3M | -57.4% | +0.7% | -58.0% | -56.3% |
| All | -68.9% | +14.1% | -83.0% | -68.6% |
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 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 · Available span rolling