+78.3%
CSX vs CPNG
-1.0%
+79.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.0% | -6.8% | +12.7% | +6.5% |
| 30D | +7.8% | +5.5% | +2.3% | +7.3% |
| 3M | +4.1% | -6.8% | +10.8% | +4.5% |
| 6M | +17.9% | -4.8% | +22.7% | +17.6% |
| YTD | +44.9% | -35.6% | +80.5% | +48.9% |
| 1Y | +51.1% | -46.8% | +97.9% | +58.0% |
| 3Y | +78.3% | -0.8% | +79.1% | +74.1% |
| All | +78.3% | -1.0% | +79.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling