+69.0%
CSX vs CPNG
-74.3%
+143.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -5.5% | +13.4% | -18.9% | -6.4% |
| 30D | +4.9% | +10.0% | -5.1% | +4.1% |
| 3M | -2.9% | -0.4% | -2.5% | -3.0% |
| 6M | +8.3% | -8.9% | +17.3% | +8.6% |
| YTD | +36.7% | -30.9% | +67.7% | +39.4% |
| 1Y | +41.5% | -43.8% | +85.3% | +46.4% |
| 3Y | +68.6% | -2.5% | +71.1% | +66.0% |
| 5Y | +48.4% | -45.6% | +94.0% | +41.8% |
| All | +69.0% | -74.3% | +143.4% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling