+72.2%
CSX vs CPRT
-25.5%
+97.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -3.4% | +2.2% | -5.6% | -3.8% |
| 30D | -3.1% | +16.6% | -19.7% | -6.3% |
| 3M | +7.2% | +9.6% | -2.4% | +4.8% |
| 6M | +16.2% | -11.1% | +27.3% | +19.7% |
| YTD | +37.5% | -13.9% | +51.4% | +42.6% |
| 1Y | +53.2% | -32.5% | +85.8% | +70.3% |
| All | +72.2% | -25.5% | +97.8% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling