+68.6%
CSX vs CPNG
-76.7%
+145.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | +0.6% | -6.3% | +6.9% | +1.1% |
| 30D | -2.3% | -8.7% | +6.5% | -1.6% |
| 3M | +4.3% | -2.4% | +6.7% | +4.2% |
| 6M | +23.4% | -22.3% | +45.7% | +25.0% |
| YTD | +36.4% | -37.2% | +73.6% | +40.2% |
| 1Y | +53.0% | -53.0% | +106.0% | +60.5% |
| 3Y | +70.6% | -20.0% | +90.7% | +70.4% |
| 5Y | +65.5% | -52.8% | +118.2% | +58.7% |
| All | +68.6% | -76.7% | +145.3% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CPNG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling