+504.6%
CSX vs CNP
+137.5%
+367.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | -3.4% | +1.1% | -4.5% | -3.9% |
| 30D | -3.1% | -1.8% | -1.3% | -2.4% |
| 3M | +7.2% | -4.6% | +11.8% | +9.2% |
| 6M | +16.2% | -8.8% | +25.0% | +20.7% |
| YTD | +37.5% | +5.2% | +32.3% | +34.0% |
| 1Y | +53.2% | +8.3% | +44.9% | +47.2% |
| 3Y | +68.2% | +54.9% | +13.4% | +34.8% |
| 5Y | +65.2% | +73.5% | -8.3% | +24.5% |
| All | +504.6% | +137.5% | +367.0% | +261.1% |
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