+409.0%
CSX vs CNH
+107.8%
+301.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +2.7% |
| 7D | +0.7% | +4.5% | -3.8% | -1.0% |
| 30D | +8.1% | +7.6% | +0.4% | +5.0% |
| 3M | +2.2% | +17.0% | -14.8% | -4.6% |
| 6M | +14.6% | +12.9% | +1.7% | +7.2% |
| YTD | +42.2% | +34.3% | +7.9% | +23.9% |
| 1Y | +47.3% | +28.5% | +18.8% | +30.2% |
| 3Y | +73.5% | +31.9% | +41.7% | +46.4% |
| 5Y | +54.1% | -9.6% | +63.7% | +43.9% |
| 10Y | +409.0% | +106.3% | +302.7% | +243.3% |
| All | +409.0% | +107.8% | +301.1% | +243.3% |
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