+445.7%
CSX vs CAPR
-69.9%
+515.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -2.3% |
| 7D | -2.7% | +29.7% | -32.4% | -3.1% |
| 30D | +7.0% | +11.0% | -4.0% | +6.8% |
| 3M | -0.3% | +118.8% | -119.1% | -1.9% |
| 6M | +13.5% | -73.9% | +87.4% | +14.5% |
| YTD | +41.5% | -70.2% | +111.7% | +42.2% |
| 1Y | +45.8% | +38.3% | +7.5% | +38.4% |
| 3Y | +74.4% | +199.7% | -125.3% | +59.5% |
| 5Y | +53.6% | +130.6% | -77.0% | +39.6% |
| All | +445.7% | -69.9% | +515.6% | +366.6% |
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