+418.4%
CSX vs CPRT
+370.9%
+47.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +3.1% | -1.5% | +4.6% | +3.8% |
| 30D | +9.7% | +21.3% | -11.6% | +0.7% |
| 3M | +4.9% | +10.4% | -5.4% | -0.5% |
| 6M | +18.4% | -4.3% | +22.7% | +18.5% |
| YTD | +45.9% | -18.3% | +64.1% | +56.2% |
| 1Y | +50.0% | -22.5% | +72.5% | +64.5% |
| 3Y | +78.0% | -34.3% | +112.4% | +105.5% |
| 5Y | +59.2% | -17.8% | +76.9% | +59.4% |
| All | +418.4% | +370.9% | +47.5% | +141.0% |
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