+68.6%
CSX vs CP
+26.5%
+42.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.5% |
| 7D | -5.5% | +2.8% | -8.3% | -6.9% |
| 30D | +4.9% | +10.2% | -5.3% | -0.2% |
| 3M | -2.9% | +2.4% | -5.2% | -4.1% |
| 6M | +8.3% | +7.7% | +0.7% | +4.2% |
| YTD | +36.7% | +26.0% | +10.8% | +21.8% |
| 1Y | +41.5% | +34.6% | +6.9% | +22.2% |
| 3Y | +68.6% | +26.7% | +41.9% | +48.7% |
| All | +68.6% | +26.5% | +42.1% | +48.7% |
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