+427.3%
CSX vs CF
+561.7%
-134.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | -5.5% | -3.2% | -2.3% | -4.9% |
| 30D | +4.9% | +4.3% | +0.6% | +3.7% |
| 3M | -2.9% | +2.8% | -5.7% | -4.1% |
| 6M | +8.3% | +0.6% | +7.7% | +6.9% |
| YTD | +36.7% | +56.6% | -19.9% | +16.8% |
| 1Y | +41.5% | +49.6% | -8.1% | +22.3% |
| 3Y | +68.6% | +61.5% | +7.1% | +38.2% |
| 5Y | +48.4% | +124.0% | -75.5% | +1.1% |
| All | +427.3% | +561.7% | -134.4% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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