+409.0%
CSX vs CPRT
+382.0%
+27.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +0.7% | +4.0% | -3.3% | -1.0% |
| 30D | +8.1% | +18.2% | -10.1% | +0.3% |
| 3M | +2.2% | +9.2% | -7.0% | -2.6% |
| 6M | +14.6% | -4.8% | +19.4% | +15.0% |
| YTD | +42.2% | -17.5% | +59.7% | +51.7% |
| 1Y | +47.3% | -22.0% | +69.3% | +61.2% |
| 3Y | +73.5% | -33.7% | +107.2% | +99.5% |
| 5Y | +54.1% | -15.0% | +69.1% | +51.6% |
| 10Y | +409.0% | +385.2% | +23.8% | +136.4% |
| All | +409.0% | +382.0% | +27.0% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling