+496.7%
CSX vs CNI
+129.7%
+367.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.7% |
| 7D | -0.6% | +0.9% | -1.4% | -1.2% |
| 30D | -3.2% | -2.1% | -1.1% | -1.7% |
| 3M | +2.6% | +1.8% | +0.8% | +1.2% |
| 6M | +19.8% | +14.8% | +5.0% | +7.6% |
| YTD | +34.7% | +25.4% | +9.3% | +12.8% |
| 1Y | +52.1% | +32.9% | +19.2% | +21.5% |
| 3Y | +68.4% | +20.2% | +48.3% | +42.1% |
| 5Y | +65.1% | +12.2% | +53.0% | +44.7% |
| 10Y | +496.7% | +136.0% | +360.7% | +202.8% |
| All | +496.7% | +129.7% | +367.0% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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