+53.6%
CSX vs CPRT
-17.2%
+70.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | +9.9% | -12.6% | -5.4% |
| 30D | +7.0% | +21.1% | -14.1% | +1.0% |
| 3M | -0.3% | +12.3% | -12.6% | -4.3% |
| 6M | +13.5% | -2.0% | +15.6% | +13.1% |
| YTD | +41.5% | -17.0% | +58.5% | +48.7% |
| 1Y | +45.8% | -22.5% | +68.3% | +56.8% |
| 3Y | +74.4% | -29.3% | +103.7% | +89.2% |
| 5Y | +53.6% | -15.6% | +69.2% | +51.7% |
| All | +53.6% | -17.2% | +70.8% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling