-24.1%
CLS vs CSX
+51.7%
-75.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.3% |
| 7D | +23.5% | +3.1% | +20.4% | +22.5% |
| 30D | -28.9% | +9.7% | -38.6% | -30.3% |
| 3M | -25.2% | +4.9% | -30.1% | -25.4% |
| 6M | -32.1% | +18.4% | -50.4% | -38.5% |
| YTD | -14.1% | +45.9% | -59.9% | -36.1% |
| 1Y | -24.1% | +50.0% | -74.0% | -46.4% |
| All | -24.1% | +51.7% | -75.8% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling