+51.1%
CSX vs CPRT
-22.5%
+73.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | +6.0% | -0.4% | +6.3% | +6.0% |
| 30D | +7.8% | +21.2% | -13.4% | +5.7% |
| 3M | +4.1% | +8.3% | -4.2% | +2.9% |
| 6M | +17.9% | -3.4% | +21.3% | +18.2% |
| YTD | +44.9% | -18.7% | +63.6% | +48.6% |
| 1Y | +51.1% | -23.5% | +74.7% | +55.4% |
| All | +51.1% | -22.5% | +73.6% | +55.4% |
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 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