+47.1%
CSX vs CPRT
-24.7%
+71.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.0% | -2.4% | +2.0% |
| 7D | +0.1% | +12.6% | -12.5% | -1.2% |
| 30D | +9.7% | +18.0% | -8.2% | +7.7% |
| 3M | +2.3% | +11.0% | -8.7% | +0.8% |
| 6M | +17.1% | -2.0% | +19.1% | +17.2% |
| YTD | +44.9% | -16.7% | +61.6% | +47.8% |
| 1Y | +47.1% | -23.9% | +71.0% | +49.5% |
| All | +47.1% | -24.7% | +71.8% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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