+2,093.5%
CLS vs CSX
+3,260.5%
-1,167.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.3% | -10.7% | -11.9% |
| 7D | -27.3% | -2.7% | -24.6% | -26.3% |
| 30D | -47.0% | +7.0% | -54.0% | -49.1% |
| 3M | -43.3% | -0.3% | -43.0% | -43.6% |
| 6M | -50.8% | +13.5% | -64.3% | -54.4% |
| YTD | -30.4% | +41.5% | -71.9% | -42.2% |
| 1Y | -41.7% | +45.8% | -87.4% | -52.2% |
| 3Y | +701.4% | +74.4% | +627.0% | +492.9% |
| 5Y | +1,767.8% | +53.6% | +1,714.1% | +1,362.6% |
| 10Y | +1,636.8% | +465.6% | +1,171.2% | +600.7% |
| All | +2,093.5% | +3,260.5% | -1,167.0% | +233.5% |
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