+9,772.3%
CSX vs CNP
+1,826.3%
+7,945.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -3.1% | -1.8% | -1.3% | -2.6% |
| 3M | +7.2% | -4.6% | +11.8% | +8.5% |
| 6M | +16.2% | -8.8% | +25.0% | +19.0% |
| YTD | +37.5% | +5.2% | +32.3% | +35.4% |
| 1Y | +53.2% | +8.3% | +44.9% | +49.6% |
| 3Y | +68.2% | +54.9% | +13.4% | +47.7% |
| 5Y | +65.2% | +73.5% | -8.3% | +40.4% |
| 10Y | +504.1% | +139.1% | +365.0% | +358.8% |
| All | +9,772.3% | +1,826.3% | +7,945.9% | +3,291.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling