+74.5%
CSX vs CPB
-35.1%
+109.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | -2.7% | +11.6% | -14.3% | -4.4% |
| 30D | +7.0% | +23.3% | -16.3% | +3.6% |
| 3M | -0.3% | +1.6% | -1.9% | -1.2% |
| 6M | +13.5% | +13.9% | -0.4% | +10.4% |
| YTD | +41.5% | -11.7% | +53.2% | +43.1% |
| 1Y | +45.8% | -18.2% | +64.0% | +49.3% |
| All | +74.5% | -35.1% | +109.6% | +87.4% |
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