+79.5%
CSX vs CAH
+177.6%
-98.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +3.1% | +3.9% | -0.8% | +2.5% |
| 30D | +9.7% | +16.0% | -6.3% | +7.1% |
| 3M | +4.9% | +19.1% | -14.1% | +1.9% |
| 6M | +18.4% | +53.0% | -34.7% | +10.1% |
| YTD | +45.9% | +36.6% | +9.2% | +38.0% |
| 1Y | +50.0% | +37.4% | +12.6% | +41.7% |
| All | +79.5% | +177.6% | -98.1% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling