+74.5%
CSX vs CB
+74.6%
-0.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.6% |
| 3M | -0.3% | +5.7% | -6.0% | -2.0% |
| 6M | +13.5% | +15.9% | -2.4% | +8.2% |
| YTD | +41.5% | +20.2% | +21.3% | +33.5% |
| 1Y | +45.8% | +32.4% | +13.4% | +33.5% |
| All | +74.5% | +74.6% | -0.1% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling