+504.6%
CSX vs CB
+218.6%
+286.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | -3.4% | +0.5% | -3.9% | -3.7% |
| 30D | -3.1% | -3.1% | 0.0% | -1.6% |
| 3M | +7.2% | +9.0% | -1.8% | +2.2% |
| 6M | +16.2% | +2.9% | +13.3% | +14.0% |
| YTD | +37.5% | +10.1% | +27.4% | +30.2% |
| 1Y | +53.2% | +22.8% | +30.4% | +36.8% |
| 3Y | +68.2% | +73.8% | -5.6% | +22.6% |
| 5Y | +65.2% | +99.2% | -33.9% | +9.6% |
| All | +504.6% | +218.6% | +286.0% | +212.0% |
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