+427.3%
CSX vs CAPR
-68.5%
+495.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.0% | -3.4% |
| 7D | -5.5% | +41.1% | -46.6% | -6.0% |
| 30D | +4.9% | +11.1% | -6.2% | +4.7% |
| 3M | -2.9% | +115.3% | -118.2% | -4.4% |
| 6M | +8.3% | -73.8% | +82.2% | +9.2% |
| YTD | +36.7% | -68.8% | +105.6% | +37.3% |
| 1Y | +41.5% | +43.3% | -1.8% | +34.3% |
| 3Y | +68.6% | +214.7% | -146.1% | +54.2% |
| 5Y | +48.4% | +141.3% | -92.8% | +34.8% |
| All | +427.3% | -68.5% | +495.9% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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