+50.0%
CSX vs CPNG
-47.0%
+97.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.3% | +1.2% |
| 7D | +3.1% | -6.9% | +10.0% | +3.5% |
| 30D | +9.7% | +1.1% | +8.6% | +9.6% |
| 3M | +4.9% | -6.3% | +11.2% | +5.2% |
| 6M | +18.4% | -3.8% | +22.2% | +17.8% |
| YTD | +45.9% | -35.2% | +81.1% | +49.1% |
| 1Y | +50.0% | -47.0% | +96.9% | +60.9% |
| All | +50.0% | -47.0% | +97.0% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling