+645.8%
CSX vs CNH
+33.9%
+611.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +0.1% | +6.5% | -6.3% | -2.0% |
| 30D | +9.7% | -12.0% | +21.7% | +14.1% |
| 3M | +2.3% | +4.4% | -2.1% | -0.5% |
| 6M | +17.1% | +15.7% | +1.4% | +8.9% |
| YTD | +44.9% | +28.2% | +16.7% | +29.1% |
| 1Y | +47.1% | +14.8% | +32.3% | +35.9% |
| 3Y | +78.6% | +8.3% | +70.2% | +62.7% |
| 5Y | +57.2% | -15.2% | +72.4% | +51.0% |
| 10Y | +479.2% | +122.0% | +357.2% | +266.5% |
| All | +645.8% | +33.9% | +611.9% | +392.9% |
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