+47.1%
CSX vs CP
+35.2%
+11.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +0.4% |
| 7D | +0.1% | +5.6% | -5.4% | -3.3% |
| 30D | +9.7% | +10.0% | -0.3% | +3.3% |
| 3M | +2.3% | +4.4% | -2.1% | -0.7% |
| 6M | +17.1% | +14.1% | +3.0% | +7.4% |
| YTD | +44.9% | +29.1% | +15.8% | +24.7% |
| 1Y | +47.1% | +34.6% | +12.5% | +23.0% |
| All | +47.1% | +35.2% | +11.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling