+412.6%
CSX vs CAH
+427.0%
-14.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.5% |
| 7D | -2.2% | +7.8% | -10.1% | -4.5% |
| 30D | +6.8% | +15.5% | -8.6% | +2.0% |
| 3M | +0.7% | +16.3% | -15.6% | -4.2% |
| 6M | +13.3% | +50.0% | -36.8% | -0.9% |
| YTD | +40.5% | +34.7% | +5.8% | +26.6% |
| 1Y | +44.7% | +35.9% | +8.7% | +29.9% |
| 3Y | +74.5% | +178.5% | -104.0% | +20.5% |
| 5Y | +52.0% | +515.7% | -463.7% | -22.6% |
| 10Y | +412.6% | +421.5% | -8.8% | +155.3% |
| All | +412.6% | +427.0% | -14.3% | +155.3% |
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