+72.2%
CSX vs CPB
-40.0%
+112.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.3% |
| 7D | -3.4% | -8.6% | +5.2% | -2.3% |
| 30D | -3.1% | -7.2% | +4.2% | -2.2% |
| 3M | +7.2% | +0.9% | +6.3% | +6.6% |
| 6M | +16.2% | -11.8% | +28.0% | +18.0% |
| YTD | +37.5% | -19.4% | +57.0% | +41.6% |
| 1Y | +53.2% | -30.4% | +83.6% | +61.9% |
| All | +72.2% | -40.0% | +112.2% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling