+2,735.2%
CSX vs CF
+5,948.3%
-3,213.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.8% |
| 7D | -3.4% | +6.0% | -9.4% | -5.1% |
| 30D | -3.1% | +14.8% | -17.9% | -7.1% |
| 3M | +7.2% | +14.1% | -6.9% | +2.6% |
| 6M | +16.2% | +28.5% | -12.4% | +4.9% |
| YTD | +37.5% | +74.9% | -37.4% | +13.1% |
| 1Y | +53.2% | +61.7% | -8.5% | +28.5% |
| 3Y | +68.2% | +80.3% | -12.1% | +32.4% |
| 5Y | +65.2% | +226.0% | -160.7% | +1.5% |
| 10Y | +504.1% | +569.9% | -65.7% | +174.1% |
| All | +2,735.2% | +5,948.3% | -3,213.1% | +480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling