+3,231.7%
CLS vs CSX
+3,166.6%
+65.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.4% |
| 7D | +4.6% | -3.4% | +8.0% | +6.3% |
| 30D | -13.9% | -3.1% | -10.8% | -12.5% |
| 3M | -26.6% | +7.2% | -33.7% | -29.5% |
| 6M | +15.4% | +16.2% | -0.8% | +6.5% |
| YTD | +5.7% | +37.5% | -31.9% | -10.3% |
| 1Y | +41.1% | +53.2% | -12.1% | +13.4% |
| 3Y | +1,228.6% | +68.2% | +1,160.3% | +907.2% |
| 5Y | +3,240.6% | +65.2% | +3,175.4% | +2,444.1% |
| 10Y | +2,760.3% | +504.1% | +2,256.2% | +1,024.6% |
| All | +3,231.7% | +3,166.6% | +65.1% | +417.6% |
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