+3,194.2%
CSX vs CNI
+6,541.6%
-3,347.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -3.4% | -2.1% | -1.3% | -1.8% |
| 30D | -3.1% | -3.3% | +0.2% | -0.7% |
| 3M | +7.2% | +3.8% | +3.4% | +4.2% |
| 6M | +16.2% | +12.7% | +3.5% | +6.0% |
| YTD | +37.5% | +26.3% | +11.3% | +14.9% |
| 1Y | +53.2% | +29.9% | +23.3% | +24.9% |
| 3Y | +68.2% | +15.9% | +52.3% | +46.6% |
| 5Y | +65.2% | +6.9% | +58.3% | +50.9% |
| 10Y | +504.1% | +126.8% | +377.4% | +211.6% |
| All | +3,194.2% | +6,541.6% | -3,347.4% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling