+52.0%
CSX vs CG
-16.4%
+68.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.6% | -3.8% | +1.0% |
| 7D | -2.2% | +3.0% | -5.3% | -3.0% |
| 30D | +6.8% | +10.1% | -3.3% | +4.0% |
| 3M | +0.7% | -10.8% | +11.5% | +3.4% |
| 6M | +13.3% | -15.2% | +28.5% | +17.4% |
| YTD | +40.5% | -26.9% | +67.4% | +50.4% |
| 1Y | +44.7% | -17.0% | +61.7% | +49.2% |
| 3Y | +74.5% | +54.6% | +19.9% | +45.8% |
| 5Y | +52.0% | -16.7% | +68.7% | +41.6% |
| All | +52.0% | -16.4% | +68.4% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling