-17.9%
CLS vs CSX
+49.3%
-67.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | +16.3% | +6.0% | +10.3% | +15.1% |
| 30D | -25.7% | +7.8% | -33.5% | -26.4% |
| 3M | -30.9% | +4.1% | -35.0% | -30.8% |
| 6M | -35.5% | +17.9% | -53.4% | -40.9% |
| YTD | -18.7% | +44.9% | -63.6% | -36.2% |
| 1Y | -17.9% | +51.1% | -69.0% | -38.1% |
| All | -17.9% | +49.3% | -67.2% | -38.1% |
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