+607.9%
CSX vs CNH
+64.7%
+543.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | -0.5% |
| 7D | -3.4% | +23.3% | -26.7% | -10.3% |
| 30D | -3.1% | +33.5% | -36.5% | -12.6% |
| 3M | +7.2% | +32.7% | -25.5% | -3.8% |
| 6M | +16.2% | +22.2% | -6.0% | +6.5% |
| YTD | +37.5% | +57.7% | -20.1% | +15.0% |
| 1Y | +53.2% | +28.0% | +25.2% | +37.3% |
| 3Y | +68.2% | +11.5% | +56.7% | +53.2% |
| 5Y | +65.2% | +11.9% | +53.4% | +44.6% |
| 10Y | +504.1% | +162.8% | +341.4% | +262.1% |
| All | +607.9% | +64.7% | +543.3% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling