+427.3%
CSX vs CPB
-38.3%
+465.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -5.5% | +8.0% | -13.5% | -6.6% |
| 30D | +4.9% | +22.4% | -17.4% | +1.9% |
| 3M | -2.9% | +2.5% | -5.4% | -3.5% |
| 6M | +8.3% | +12.2% | -3.9% | +6.0% |
| YTD | +36.7% | -12.8% | +49.6% | +38.4% |
| 1Y | +41.5% | -19.2% | +60.7% | +44.7% |
| 3Y | +68.6% | -35.6% | +104.2% | +77.4% |
| 5Y | +48.4% | -31.4% | +79.9% | +54.6% |
| All | +427.3% | -38.3% | +465.6% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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