+418.4%
CSX vs CAPR
-63.2%
+481.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +1.1% |
| 7D | +3.1% | +19.1% | -16.0% | +2.8% |
| 30D | +9.7% | +48.8% | -39.1% | +8.9% |
| 3M | +4.9% | +144.4% | -139.5% | +3.0% |
| 6M | +18.4% | -67.5% | +85.9% | +18.9% |
| YTD | +45.9% | -64.5% | +110.4% | +46.1% |
| 1Y | +50.0% | +74.4% | -24.5% | +41.8% |
| 3Y | +78.0% | +265.7% | -187.7% | +62.2% |
| 5Y | +59.2% | +196.0% | -136.8% | +43.9% |
| All | +418.4% | -63.2% | +481.5% | +343.7% |
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