+427.3%
CSX vs CB
+248.0%
+179.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.5% |
| 7D | -5.5% | +0.2% | -5.8% | -5.6% |
| 30D | +4.9% | +9.1% | -4.1% | +0.6% |
| 3M | -2.9% | +3.4% | -6.3% | -4.5% |
| 6M | +8.3% | +14.1% | -5.7% | +1.0% |
| YTD | +36.7% | +18.0% | +18.7% | +25.0% |
| 1Y | +41.5% | +30.1% | +11.4% | +23.0% |
| 3Y | +68.6% | +71.8% | -3.2% | +24.2% |
| 5Y | +48.4% | +101.8% | -53.4% | -1.8% |
| All | +427.3% | +248.0% | +179.3% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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