+414.9%
CSX vs CPB
-38.9%
+453.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.1% |
| 7D | +6.0% | -1.6% | +7.5% | +6.2% |
| 30D | +7.8% | +19.2% | -11.4% | +5.1% |
| 3M | +4.1% | -0.9% | +5.0% | +3.9% |
| 6M | +17.9% | +15.2% | +2.7% | +14.9% |
| YTD | +44.9% | -13.1% | +58.0% | +46.8% |
| 1Y | +51.1% | -22.4% | +73.6% | +55.6% |
| 3Y | +78.3% | -35.3% | +113.6% | +87.6% |
| 5Y | +58.1% | -33.0% | +91.1% | +65.2% |
| All | +414.9% | -38.9% | +453.8% | +410.7% |
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