-71.2%
CBRS vs CSX
+11.0%
-82.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.4% | +13.1% | +9.4% |
| 7D | -17.9% | -5.5% | -12.3% | -17.9% |
| 30D | -48.8% | +4.9% | -53.7% | -48.5% |
| 3M | -57.6% | -2.9% | -54.7% | -56.5% |
| All | -71.2% | +11.0% | -82.2% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling