+67.8%
CSX vs CPB
-39.5%
+107.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.4% |
| 7D | -3.4% | -8.6% | +5.2% | -2.1% |
| 30D | -3.1% | -7.2% | +4.2% | -2.1% |
| 3M | +7.2% | +0.9% | +6.3% | +6.5% |
| 6M | +16.2% | -11.8% | +28.0% | +18.1% |
| YTD | +37.5% | -19.4% | +57.0% | +42.0% |
| 1Y | +53.2% | -30.4% | +83.6% | +62.4% |
| 3Y | +68.2% | -40.2% | +108.4% | +82.5% |
| All | +67.8% | -39.5% | +107.3% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling