+53.6%
CSX vs CFG
+61.9%
-8.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.3% |
| 7D | -2.7% | -2.2% | -0.5% | -2.0% |
| 30D | +7.0% | +0.4% | +6.6% | +6.9% |
| 3M | -0.3% | -12.6% | +12.3% | +4.0% |
| 6M | +13.5% | +0.6% | +12.9% | +12.8% |
| YTD | +41.5% | +12.4% | +29.1% | +35.2% |
| 1Y | +45.8% | +27.7% | +18.1% | +33.5% |
| 3Y | +74.4% | +172.4% | -98.0% | +24.9% |
| 5Y | +53.6% | +64.0% | -10.3% | +24.4% |
| All | +53.6% | +61.9% | -8.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling