-31.6%
CRCL vs CSX
+48.0%
-79.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.0% |
| 7D | -6.8% | +0.1% | -7.0% | -6.8% |
| 30D | -8.6% | +9.7% | -18.4% | -9.2% |
| 3M | +20.3% | +2.3% | +18.1% | +20.5% |
| 6M | -36.3% | +17.1% | -53.4% | -38.7% |
| YTD | -4.0% | +44.9% | -48.9% | -26.7% |
| 1Y | -31.6% | +47.1% | -78.7% | -50.1% |
| All | -31.6% | +48.0% | -79.6% | -50.1% |
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