+73.5%
CSX vs CI
+11.1%
+62.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.4% | +0.9% |
| 7D | +0.7% | +2.6% | -1.9% | +0.5% |
| 30D | +8.1% | +7.3% | +0.8% | +7.5% |
| 3M | +2.2% | +9.5% | -7.3% | +1.4% |
| 6M | +14.6% | +6.4% | +8.2% | +13.8% |
| YTD | +42.2% | +12.0% | +30.2% | +40.5% |
| 1Y | +47.3% | +20.1% | +27.2% | +44.6% |
| 3Y | +73.5% | +9.6% | +64.0% | +72.2% |
| All | +73.5% | +11.1% | +62.4% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling