+72.2%
CSX vs CP
+17.1%
+55.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -3.4% | -2.7% | -0.7% | -2.0% |
| 30D | -3.1% | +0.2% | -3.2% | -3.2% |
| 3M | +7.2% | +2.6% | +4.6% | +5.7% |
| 6M | +16.2% | +6.0% | +10.2% | +12.5% |
| YTD | +37.5% | +24.9% | +12.6% | +23.0% |
| 1Y | +53.2% | +20.1% | +33.1% | +39.4% |
| All | +72.2% | +17.1% | +55.2% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling