+414.9%
CSX vs CFG
+216.2%
+198.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +6.0% | +3.2% | +2.8% | +4.7% |
| 30D | +7.8% | +5.1% | +2.7% | +5.7% |
| 3M | +4.1% | -11.2% | +15.3% | +8.8% |
| 6M | +17.9% | +9.6% | +8.4% | +13.3% |
| YTD | +44.9% | +15.0% | +29.9% | +36.1% |
| 1Y | +51.1% | +29.9% | +21.3% | +35.3% |
| 3Y | +78.3% | +192.1% | -113.8% | +13.2% |
| 5Y | +58.1% | +62.3% | -4.2% | +22.2% |
| All | +414.9% | +216.2% | +198.7% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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