+3,877.1%
CSX vs CNC
+5,663.7%
-1,786.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.1% |
| 7D | -2.2% | +3.0% | -5.2% | -2.9% |
| 30D | +6.8% | +4.9% | +1.9% | +5.7% |
| 3M | +0.7% | +4.2% | -3.5% | -0.4% |
| 6M | +13.3% | +22.5% | -9.2% | +8.2% |
| YTD | +40.5% | +66.6% | -26.0% | +25.1% |
| 1Y | +44.7% | +82.5% | -37.8% | +26.2% |
| 3Y | +74.5% | -4.1% | +78.6% | +64.6% |
| 5Y | +52.0% | -8.3% | +60.3% | +42.7% |
| 10Y | +412.6% | +153.6% | +259.0% | +287.3% |
| All | +3,877.1% | +5,663.7% | -1,786.6% | +1,746.0% |
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