+74.5%
CSX vs CNP
+57.5%
+17.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.7% |
| 7D | -2.7% | -5.3% | +2.6% | -1.4% |
| 30D | +7.0% | +3.7% | +3.4% | +6.1% |
| 3M | -0.3% | -1.1% | +0.8% | -0.1% |
| 6M | +13.5% | -7.1% | +20.7% | +15.4% |
| YTD | +41.5% | +6.0% | +35.5% | +39.7% |
| 1Y | +45.8% | +5.2% | +40.6% | +44.0% |
| All | +74.5% | +57.5% | +17.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling