+13.5%
CSX vs CFG
+1.5%
+12.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | +7.0% | +0.4% | +6.6% | +7.0% |
| 3M | -0.3% | -12.6% | +12.3% | +2.7% |
| 6M | +13.5% | +0.6% | +12.9% | +12.7% |
| All | +13.5% | +1.5% | +12.0% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling