+9,772.3%
CSX vs CAH
+15,076.3%
-5,304.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -3.4% | +5.4% | -8.8% | -4.8% |
| 30D | -3.1% | +3.3% | -6.4% | -4.0% |
| 3M | +7.2% | +22.8% | -15.6% | +1.1% |
| 6M | +16.2% | +11.3% | +4.9% | +12.4% |
| YTD | +37.5% | +21.1% | +16.4% | +29.6% |
| 1Y | +53.2% | +67.2% | -14.0% | +31.3% |
| 3Y | +68.2% | +195.6% | -127.4% | +21.3% |
| 5Y | +65.2% | +413.8% | -348.6% | +0.9% |
| 10Y | +504.1% | +309.6% | +194.6% | +273.3% |
| All | +9,772.3% | +15,076.3% | -5,304.1% | +2,670.2% |
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 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