+9,714.3%
CSX vs CAH
+16,621.8%
-6,907.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.8% | -3.8% |
| 7D | -5.5% | +8.5% | -14.0% | -7.6% |
| 30D | +4.9% | +17.0% | -12.1% | +0.4% |
| 3M | -2.9% | +14.6% | -17.4% | -6.7% |
| 6M | +8.3% | +42.5% | -34.2% | -2.2% |
| YTD | +36.7% | +33.5% | +3.3% | +25.2% |
| 1Y | +41.5% | +38.5% | +3.0% | +28.2% |
| 3Y | +68.6% | +179.0% | -110.4% | +23.6% |
| 5Y | +48.4% | +507.2% | -458.7% | -13.6% |
| 10Y | +446.6% | +448.9% | -2.4% | +212.8% |
| All | +9,714.3% | +16,621.8% | -6,907.5% | +2,576.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling