+1,751.5%
CLS vs CSX
+436.1%
+1,315.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.8% | +5.1% | +6.5% |
| 7D | -10.6% | -2.2% | -8.3% | -9.6% |
| 30D | -38.4% | +6.8% | -45.3% | -40.8% |
| 3M | -29.9% | +0.7% | -30.6% | -30.6% |
| 6M | -40.6% | +13.3% | -53.9% | -45.1% |
| YTD | -24.6% | +40.5% | -65.1% | -37.8% |
| 1Y | -30.8% | +44.7% | -75.5% | -43.6% |
| 3Y | +811.7% | +74.5% | +737.2% | +558.6% |
| 5Y | +1,838.4% | +52.0% | +1,786.4% | +1,387.6% |
| 10Y | +1,751.5% | +412.6% | +1,338.8% | +1,073.6% |
| All | +1,751.5% | +436.1% | +1,315.4% | +1,073.6% |
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