+48.2%
CSX vs CG
-22.2%
+70.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | -5.5% | -1.2% | -4.3% | -5.3% |
| 30D | +4.9% | +5.0% | -0.1% | +3.5% |
| 3M | -2.9% | -18.2% | +15.3% | +2.1% |
| 6M | +8.3% | -20.7% | +29.1% | +14.4% |
| YTD | +36.7% | -31.4% | +68.2% | +48.9% |
| 1Y | +41.5% | -22.3% | +63.8% | +48.5% |
| 3Y | +68.6% | +50.2% | +18.5% | +41.9% |
| All | +48.2% | -22.2% | +70.4% | +39.8% |
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