+41.5%
CSX vs CPRT
-23.4%
+64.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -3.2% |
| 7D | -5.5% | +6.0% | -11.6% | -6.1% |
| 30D | +4.9% | +20.0% | -15.1% | +3.0% |
| 3M | -2.9% | +10.1% | -13.0% | -4.0% |
| 6M | +8.3% | -4.3% | +12.7% | +8.7% |
| YTD | +36.7% | -18.4% | +55.1% | +39.5% |
| 1Y | +41.5% | -20.1% | +61.6% | +43.6% |
| All | +41.5% | -23.4% | +64.9% | +43.6% |
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