+73.5%
CSX vs CAPR
+222.5%
-149.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.9% | +11.1% | +1.3% |
| 7D | +0.7% | +7.6% | -6.9% | +0.6% |
| 30D | +8.1% | +13.3% | -5.2% | +7.9% |
| 3M | +2.2% | +130.4% | -128.2% | +1.0% |
| 6M | +14.6% | -70.8% | +85.4% | +15.1% |
| YTD | +42.2% | -69.3% | +111.5% | +42.6% |
| 1Y | +47.3% | +59.5% | -12.2% | +41.7% |
| 3Y | +73.5% | +216.8% | -143.3% | +74.5% |
| All | +73.5% | +222.5% | -149.0% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling