+70.6%
CSX vs CNC
-2.0%
+72.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | -0.7% |
| 7D | +0.6% | -1.0% | +1.6% | +0.7% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | +4.3% | -0.7% | +5.0% | +4.2% |
| 6M | +23.4% | +47.9% | -24.6% | +20.7% |
| YTD | +36.4% | +56.9% | -20.5% | +33.0% |
| 1Y | +53.0% | +123.9% | -70.9% | +46.7% |
| 3Y | +70.6% | -1.3% | +71.9% | +71.1% |
| All | +70.6% | -2.0% | +72.6% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling