+1,652.2%
CVS vs CSX
+10,157.3%
-8,505.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.0% |
| 7D | -7.1% | -5.5% | -1.6% | -5.9% |
| 30D | -4.0% | +4.9% | -8.9% | -5.4% |
| 3M | -12.2% | -2.9% | -9.4% | -11.9% |
| 6M | -2.2% | +8.3% | -10.5% | -4.7% |
| YTD | +8.9% | +36.7% | -27.8% | -0.3% |
| 1Y | +9.9% | +41.5% | -31.6% | -0.3% |
| 3Y | +32.1% | +68.6% | -36.5% | +13.7% |
| 5Y | +5.7% | +48.4% | -42.8% | -7.0% |
| 10Y | +39.0% | +446.6% | -407.6% | -13.5% |
| All | +1,652.2% | +10,157.3% | -8,505.1% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling