+53.2%
CSX vs CNH
+29.2%
+24.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | +0.1% |
| 7D | -3.4% | +23.3% | -26.7% | -7.2% |
| 30D | -3.1% | +33.5% | -36.5% | -8.6% |
| 3M | +7.2% | +32.7% | -25.5% | +0.8% |
| 6M | +16.2% | +22.2% | -6.0% | +11.5% |
| YTD | +37.5% | +57.7% | -20.1% | +24.1% |
| 1Y | +53.2% | +28.0% | +25.2% | +49.1% |
| All | +53.2% | +29.2% | +24.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling