+504.6%
CSX vs CP
+220.9%
+283.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -1.5% |
| 30D | -3.1% | +0.2% | -3.2% | -3.3% |
| 3M | +7.2% | +2.6% | +4.6% | +5.1% |
| 6M | +16.2% | +6.0% | +10.2% | +11.2% |
| YTD | +37.5% | +24.9% | +12.6% | +16.9% |
| 1Y | +53.2% | +20.1% | +33.1% | +33.6% |
| 3Y | +68.2% | +16.4% | +51.8% | +45.6% |
| 5Y | +65.2% | +31.7% | +33.5% | +27.4% |
| All | +504.6% | +220.9% | +283.7% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling