+427.3%
CSX vs CNP
+138.0%
+289.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -4.1% |
| 7D | -5.5% | -4.2% | -1.3% | -3.8% |
| 30D | +4.9% | +5.5% | -0.6% | +2.4% |
| 3M | -2.9% | +0.6% | -3.4% | -3.3% |
| 6M | +8.3% | -2.8% | +11.2% | +9.3% |
| YTD | +36.7% | +7.9% | +28.9% | +31.6% |
| 1Y | +41.5% | +6.7% | +34.8% | +36.7% |
| 3Y | +68.6% | +61.1% | +7.5% | +32.8% |
| 5Y | +48.4% | +73.0% | -24.5% | +12.2% |
| All | +427.3% | +138.0% | +289.3% | +267.4% |
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