+45.8%
CSX vs CB
+31.4%
+14.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -2.7% | +2.6% | -5.3% | -3.5% |
| 30D | +7.0% | +11.2% | -4.2% | +3.7% |
| 3M | -0.3% | +5.7% | -6.0% | -2.0% |
| 6M | +13.5% | +15.9% | -2.4% | +8.3% |
| YTD | +41.5% | +20.2% | +21.3% | +35.3% |
| 1Y | +45.8% | +32.4% | +13.4% | +37.4% |
| All | +45.8% | +31.4% | +14.4% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling