+9,772.3%
CSX vs CPB
+325.7%
+9,446.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.7% |
| 7D | -3.4% | -8.6% | +5.2% | -1.3% |
| 30D | -3.1% | -7.2% | +4.2% | -1.5% |
| 3M | +7.2% | +0.9% | +6.3% | +6.3% |
| 6M | +16.2% | -11.8% | +28.0% | +18.8% |
| YTD | +37.5% | -19.4% | +57.0% | +43.6% |
| 1Y | +53.2% | -30.4% | +83.6% | +65.4% |
| 3Y | +68.2% | -40.2% | +108.4% | +86.5% |
| 5Y | +65.2% | -39.5% | +104.7% | +80.7% |
| 10Y | +504.1% | -47.4% | +551.5% | +555.6% |
| All | +9,772.3% | +325.7% | +9,446.6% | +5,209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling