+2,104.6%
CLS vs CSX
+3,147.4%
-1,042.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.1% |
| 7D | -22.2% | -5.5% | -16.6% | -20.1% |
| 30D | -44.4% | +4.9% | -49.3% | -46.1% |
| 3M | -34.3% | -2.9% | -31.4% | -33.9% |
| 6M | -50.1% | +8.3% | -58.4% | -52.7% |
| YTD | -30.1% | +36.7% | -66.8% | -41.0% |
| 1Y | -39.3% | +41.5% | -80.8% | -49.6% |
| 3Y | +732.7% | +68.6% | +664.1% | +525.8% |
| 5Y | +1,777.2% | +48.4% | +1,728.8% | +1,393.6% |
| 10Y | +1,645.6% | +446.6% | +1,199.0% | +615.5% |
| All | +2,104.6% | +3,147.4% | -1,042.8% | +240.6% |
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 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