+3,792.8%
CSX vs CNC
+5,537.6%
-1,744.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -3.4% | +3.5% | -6.9% | -4.0% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +7.2% | +6.9% | +0.2% | +5.4% |
| 6M | +16.2% | +49.0% | -32.8% | +6.3% |
| YTD | +37.5% | +62.9% | -25.4% | +23.2% |
| 1Y | +53.2% | +134.0% | -80.8% | +26.9% |
| 3Y | +68.2% | +9.4% | +58.8% | +54.4% |
| 5Y | +65.2% | +4.1% | +61.1% | +51.0% |
| 10Y | +504.1% | +95.4% | +408.7% | +375.8% |
| All | +3,792.8% | +5,537.6% | -1,744.8% | +1,718.5% |
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