-13.1%
CRCL vs CSX
+55.3%
-68.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +17.1% | -3.4% | +20.5% | +18.5% |
| 30D | +61.3% | -3.1% | +64.3% | +63.1% |
| 3M | +12.7% | +7.2% | +5.5% | +7.6% |
| 6M | -3.1% | +16.2% | -19.2% | -15.6% |
| YTD | +28.7% | +37.5% | -8.9% | -11.4% |
| 1Y | -13.1% | +53.2% | -66.4% | -50.7% |
| All | -13.1% | +55.3% | -68.4% | -50.7% |
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