+414.9%
CSX vs CNH
+106.0%
+308.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +6.0% | +3.0% | +2.9% | +4.6% |
| 30D | +7.8% | -0.6% | +8.4% | +7.6% |
| 3M | +4.1% | +14.6% | -10.5% | -2.2% |
| 6M | +17.9% | +11.8% | +6.2% | +10.6% |
| YTD | +44.9% | +30.4% | +14.5% | +27.4% |
| 1Y | +51.1% | +19.1% | +32.1% | +37.2% |
| 3Y | +78.3% | +30.2% | +48.1% | +50.8% |
| 5Y | +58.1% | -17.8% | +75.9% | +53.4% |
| All | +414.9% | +106.0% | +308.9% | +249.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling