+73.7%
CSX vs CPNG
-74.1%
+147.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | -2.2% | +11.7% | -13.9% | -3.0% |
| 30D | +6.8% | +3.8% | +3.0% | +6.5% |
| 3M | +0.7% | +1.2% | -0.5% | +0.5% |
| 6M | +13.3% | -3.3% | +16.6% | +13.0% |
| YTD | +40.5% | -30.4% | +70.9% | +43.2% |
| 1Y | +44.7% | -43.1% | +87.8% | +49.6% |
| 3Y | +74.5% | +8.2% | +66.3% | +70.6% |
| 5Y | +52.0% | -44.7% | +96.7% | +45.1% |
| All | +73.7% | -74.1% | +147.8% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling