+1,907.2%
CVS vs CSX
+10,217.9%
-8,310.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.7% |
| 7D | +4.0% | -3.4% | +7.3% | +4.8% |
| 30D | -2.4% | -3.1% | +0.7% | -1.7% |
| 3M | +2.7% | +7.2% | -4.5% | +0.6% |
| 6M | +21.9% | +16.2% | +5.7% | +16.8% |
| YTD | +24.7% | +37.5% | -12.8% | +14.4% |
| 1Y | +35.4% | +53.2% | -17.8% | +20.5% |
| 3Y | +65.2% | +68.2% | -3.1% | +42.5% |
| 5Y | +30.5% | +65.2% | -34.7% | +12.1% |
| 10Y | +40.4% | +504.1% | -463.8% | -14.5% |
| All | +1,907.2% | +10,217.9% | -8,310.7% | +433.5% |
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