+412.6%
CSX vs CAPR
-64.9%
+477.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.7% | +2.6% |
| 7D | -2.2% | +36.0% | -38.3% | -2.7% |
| 30D | +6.8% | +25.8% | -19.0% | +6.4% |
| 3M | +0.7% | +140.8% | -140.1% | -1.1% |
| 6M | +13.3% | -67.6% | +80.8% | +13.8% |
| YTD | +40.5% | -65.9% | +106.4% | +40.9% |
| 1Y | +44.7% | +66.1% | -21.4% | +36.9% |
| 3Y | +74.5% | +256.9% | -182.4% | +59.1% |
| 5Y | +52.0% | +172.1% | -120.1% | +37.7% |
| 10Y | +412.6% | -64.7% | +477.3% | +335.6% |
| All | +412.6% | -64.9% | +477.6% | +335.6% |
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