+4,979.9%
CSX vs CB
+7,216.6%
-2,236.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +1.9% |
| 7D | +0.1% | +5.3% | -5.1% | -1.7% |
| 30D | +9.7% | +13.2% | -3.5% | +5.1% |
| 3M | +2.3% | +7.8% | -5.5% | -0.4% |
| 6M | +17.1% | +15.8% | +1.3% | +10.9% |
| YTD | +44.9% | +21.0% | +23.9% | +35.0% |
| 1Y | +47.1% | +32.2% | +14.9% | +32.7% |
| 3Y | +78.6% | +76.7% | +1.9% | +44.1% |
| 5Y | +57.2% | +110.4% | -53.2% | +18.4% |
| 10Y | +479.2% | +261.0% | +218.2% | +257.1% |
| All | +4,979.9% | +7,216.6% | -2,236.7% | +1,541.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling