+482.4%
CSX vs CNC
+93.1%
+389.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | -0.1% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -2.3% | -1.8% | -0.5% | -2.0% |
| 3M | +4.3% | -0.7% | +5.0% | +4.0% |
| 6M | +23.4% | +47.9% | -24.6% | +12.3% |
| YTD | +36.4% | +56.9% | -20.5% | +22.1% |
| 1Y | +53.0% | +123.9% | -70.9% | +25.5% |
| 3Y | +70.6% | -1.3% | +71.9% | +60.0% |
| 5Y | +65.5% | +2.8% | +62.7% | +48.9% |
| 10Y | +482.4% | +90.9% | +391.5% | +397.1% |
| All | +482.4% | +93.1% | +389.2% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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