+482.4%
CSX vs CAH
+292.2%
+190.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -2.3% | +1.7% | -4.0% | -2.9% |
| 3M | +4.3% | +17.9% | -13.6% | -1.2% |
| 6M | +23.4% | +10.9% | +12.4% | +18.9% |
| YTD | +36.4% | +17.9% | +18.5% | +28.5% |
| 1Y | +53.0% | +61.7% | -8.7% | +29.2% |
| 3Y | +70.6% | +183.7% | -113.1% | +16.7% |
| 5Y | +65.5% | +401.3% | -335.9% | -9.2% |
| 10Y | +482.4% | +293.7% | +188.7% | +207.2% |
| All | +482.4% | +292.2% | +190.1% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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