+2,005.0%
CLS vs CSX
+56.8%
+1,948.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.7% |
| 7D | +2.8% | -0.3% | +3.0% | +3.1% |
| 30D | -30.1% | +8.7% | -38.8% | -33.5% |
| 3M | -21.7% | +4.2% | -25.9% | -23.9% |
| 6M | -36.2% | +16.7% | -52.9% | -42.6% |
| YTD | -17.8% | +44.5% | -62.3% | -35.3% |
| 1Y | -26.8% | +50.3% | -77.1% | -43.7% |
| 3Y | +853.4% | +76.3% | +777.1% | +527.8% |
| 5Y | +2,005.0% | +58.1% | +1,946.9% | +1,294.2% |
| All | +2,005.0% | +56.8% | +1,948.2% | +1,294.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling