+10,056.0%
CSX vs CP
+7,870.0%
+2,186.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.0% |
| 7D | -2.7% | +6.1% | -8.8% | -6.0% |
| 30D | +7.0% | +9.8% | -2.7% | +1.5% |
| 3M | -0.3% | +2.7% | -3.0% | -1.9% |
| 6M | +13.5% | +12.8% | +0.8% | +5.9% |
| YTD | +41.5% | +28.2% | +13.3% | +22.4% |
| 1Y | +45.8% | +34.1% | +11.6% | +22.9% |
| 3Y | +74.4% | +28.9% | +45.5% | +47.4% |
| 5Y | +53.6% | +27.1% | +26.6% | +29.9% |
| 10Y | +465.6% | +264.8% | +200.8% | +166.9% |
| All | +10,056.0% | +7,870.0% | +2,186.0% | +1,179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling