+62.7%
CVS vs CSX
+422.0%
-359.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | +12.0% | -0.3% | +12.2% | +12.0% |
| 30D | +2.8% | +8.7% | -5.9% | -0.2% |
| 3M | -3.6% | +4.2% | -7.8% | -5.2% |
| 6M | -1.6% | +16.7% | -18.3% | -7.1% |
| YTD | +16.3% | +44.5% | -28.2% | +2.0% |
| 1Y | +15.5% | +50.3% | -34.8% | 0.0% |
| 3Y | +48.1% | +76.3% | -28.2% | +20.2% |
| 5Y | +12.3% | +58.1% | -45.8% | -6.9% |
| 10Y | +62.7% | +416.4% | -353.7% | +6.7% |
| All | +62.7% | +422.0% | -359.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling