+414.9%
CSX vs CPRT
+368.4%
+46.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +6.0% | -0.4% | +6.3% | +6.1% |
| 30D | +7.8% | +21.2% | -13.4% | -1.0% |
| 3M | +4.1% | +8.3% | -4.2% | -0.4% |
| 6M | +17.9% | -3.4% | +21.3% | +17.5% |
| YTD | +44.9% | -18.7% | +63.6% | +55.5% |
| 1Y | +51.1% | -23.5% | +74.7% | +66.8% |
| 3Y | +78.3% | -34.2% | +112.4% | +105.4% |
| 5Y | +58.1% | -18.2% | +76.3% | +58.6% |
| All | +414.9% | +368.4% | +46.5% | +139.9% |
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