+445.7%
CSX vs CF
+557.2%
-111.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -3.8% |
| 7D | -2.7% | +0.4% | -3.1% | -3.0% |
| 30D | +7.0% | +2.2% | +4.8% | +6.2% |
| 3M | -0.3% | +2.1% | -2.4% | -1.4% |
| 6M | +13.5% | -6.5% | +20.1% | +14.0% |
| YTD | +41.5% | +55.6% | -14.1% | +21.1% |
| 1Y | +45.8% | +42.3% | +3.5% | +27.7% |
| 3Y | +74.4% | +55.7% | +18.6% | +44.4% |
| 5Y | +53.6% | +122.4% | -68.8% | +4.8% |
| All | +445.7% | +557.2% | -111.5% | +143.4% |
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