+3,924.4%
CSX vs CNC
+5,802.5%
-1,878.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.7% |
| 7D | +0.7% | +4.0% | -3.3% | -0.1% |
| 30D | +8.1% | +7.4% | +0.7% | +6.5% |
| 3M | +2.2% | +5.4% | -3.2% | +0.9% |
| 6M | +14.6% | +25.4% | -10.8% | +9.0% |
| YTD | +42.2% | +70.6% | -28.4% | +26.0% |
| 1Y | +47.3% | +104.9% | -57.6% | +25.8% |
| 3Y | +73.5% | -2.3% | +75.9% | +63.1% |
| 5Y | +54.1% | -6.5% | +60.6% | +44.2% |
| 10Y | +409.0% | +153.3% | +255.7% | +284.5% |
| All | +3,924.4% | +5,802.5% | -1,878.1% | +1,759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling