+67.8%
CSX vs CAPR
+84.7%
-16.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -3.4% | -2.0% | -1.4% | -3.4% |
| 30D | -3.1% | +139.2% | -142.3% | -4.2% |
| 3M | +7.2% | -66.4% | +73.5% | +7.6% |
| 6M | +16.2% | -63.1% | +79.3% | +16.5% |
| YTD | +37.5% | -67.4% | +105.0% | +38.0% |
| 1Y | +53.2% | +58.2% | -5.0% | +47.2% |
| 3Y | +68.2% | +42.2% | +26.0% | +58.9% |
| All | +67.8% | +84.7% | -16.9% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling