+504.6%
CSX vs CG
+359.8%
+144.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -3.4% | -4.3% | +0.9% | -1.9% |
| 30D | -3.1% | -5.1% | +2.0% | -1.5% |
| 3M | +7.2% | +8.7% | -1.5% | +3.4% |
| 6M | +16.2% | -9.2% | +25.4% | +18.9% |
| YTD | +37.5% | -18.9% | +56.4% | +45.3% |
| 1Y | +53.2% | -25.6% | +78.9% | +66.3% |
| 3Y | +68.2% | +57.3% | +11.0% | +30.8% |
| 5Y | +65.2% | +10.2% | +55.1% | +40.0% |
| All | +504.6% | +359.8% | +144.8% | +195.9% |
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