+74.7%
CSX vs CNI
+20.0%
+54.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | -2.1% | -1.3% | -2.2% |
| 30D | -3.1% | -3.3% | +0.2% | -1.2% |
| 3M | +7.2% | +3.8% | +3.4% | +4.9% |
| 6M | +16.2% | +12.7% | +3.5% | +8.3% |
| YTD | +37.5% | +26.3% | +11.3% | +20.0% |
| 1Y | +53.2% | +29.9% | +23.3% | +31.2% |
| All | +74.7% | +20.0% | +54.7% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling