+416.4%
CSX vs CNP
+142.1%
+274.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.9% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +8.7% | +5.0% | +3.6% | +6.3% |
| 3M | +4.2% | +2.7% | +1.6% | +2.8% |
| 6M | +16.7% | -1.9% | +18.6% | +17.2% |
| YTD | +44.5% | +8.8% | +35.7% | +38.5% |
| 1Y | +50.3% | +5.6% | +44.6% | +45.8% |
| 3Y | +76.3% | +63.2% | +13.1% | +37.9% |
| 5Y | +58.1% | +73.8% | -15.6% | +19.1% |
| 10Y | +416.4% | +144.0% | +272.4% | +230.1% |
| All | +416.4% | +142.1% | +274.3% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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