+72.2%
CSX vs CFG
+180.9%
-108.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | +1.5% | -4.9% | -3.9% |
| 30D | -3.1% | -3.8% | +0.8% | -1.8% |
| 3M | +7.2% | +11.5% | -4.3% | +2.8% |
| 6M | +16.2% | +19.2% | -3.0% | +8.7% |
| YTD | +37.5% | +23.7% | +13.8% | +26.6% |
| 1Y | +53.2% | +38.8% | +14.4% | +35.1% |
| All | +72.2% | +180.9% | -108.6% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling