+414.9%
CSX vs CG
+278.5%
+136.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | +7.8% | +11.2% | -3.4% | +3.7% |
| 3M | +4.1% | -22.1% | +26.2% | +13.0% |
| 6M | +17.9% | -17.9% | +35.8% | +24.9% |
| YTD | +44.9% | -31.3% | +76.2% | +61.6% |
| 1Y | +51.1% | -24.0% | +75.1% | +62.2% |
| 3Y | +78.3% | +45.0% | +33.3% | +41.6% |
| 5Y | +58.1% | -22.6% | +80.7% | +54.7% |
| All | +414.9% | +278.5% | +136.5% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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