+74.5%
CSX vs CNH
+4.2%
+70.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +7.0% | -15.2% | +22.2% | +10.9% |
| 3M | -0.3% | +4.3% | -4.6% | -2.2% |
| 6M | +13.5% | +10.1% | +3.5% | +9.1% |
| YTD | +41.5% | +23.2% | +18.3% | +31.4% |
| 1Y | +45.8% | +8.5% | +37.3% | +39.7% |
| All | +74.5% | +4.2% | +70.3% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling