+486.3%
CSX vs CFG
+365.8%
+120.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.7% |
| 7D | +0.1% | +1.8% | -1.6% | -0.6% |
| 30D | +9.7% | +3.3% | +6.5% | +8.3% |
| 3M | +2.3% | -9.8% | +12.1% | +6.3% |
| 6M | +17.1% | +5.2% | +11.9% | +14.2% |
| YTD | +44.9% | +16.1% | +28.8% | +35.4% |
| 1Y | +47.1% | +33.7% | +13.4% | +29.9% |
| 3Y | +78.6% | +181.2% | -102.6% | +14.1% |
| 5Y | +57.2% | +69.1% | -11.9% | +18.6% |
| 10Y | +479.2% | +264.3% | +214.9% | +174.1% |
| All | +486.3% | +365.8% | +120.5% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling