+5.7%
CVS vs CSX
+47.4%
-41.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.0% |
| 7D | -7.1% | -5.5% | -1.6% | -5.8% |
| 30D | -4.0% | +4.9% | -8.9% | -5.7% |
| 3M | -12.2% | -2.9% | -9.4% | -11.9% |
| 6M | -2.2% | +8.3% | -10.5% | -5.4% |
| YTD | +8.9% | +36.7% | -27.8% | -2.4% |
| 1Y | +9.9% | +41.5% | -31.6% | -2.7% |
| 3Y | +32.1% | +68.6% | -36.5% | +9.4% |
| All | +5.7% | +47.4% | -41.7% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling