+3,691.2%
CSX vs CPRT
+22,996.9%
-19,305.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -2.7% | +9.9% | -12.6% | -4.7% |
| 30D | +7.0% | +21.1% | -14.1% | +2.6% |
| 3M | -0.3% | +12.3% | -12.6% | -3.2% |
| 6M | +13.5% | -2.0% | +15.6% | +13.1% |
| YTD | +41.5% | -17.0% | +58.5% | +45.8% |
| 1Y | +45.8% | -22.5% | +68.3% | +52.3% |
| 3Y | +74.4% | -29.3% | +103.7% | +84.5% |
| 5Y | +53.6% | -15.6% | +69.2% | +55.1% |
| 10Y | +465.6% | +411.6% | +54.0% | +307.4% |
| All | +3,691.2% | +22,996.9% | -19,305.7% | +1,657.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling