-32.2%
CRCL vs CSX
+54.8%
-87.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -11.2% | -0.9% | -10.3% | -11.0% |
| 30D | +27.1% | -2.0% | +29.1% | +28.0% |
| 3M | +9.6% | +3.6% | +6.0% | +7.1% |
| 6M | -19.7% | +22.0% | -41.7% | -32.5% |
| YTD | +14.2% | +36.3% | -22.0% | -17.0% |
| 1Y | -32.2% | +50.9% | -83.2% | -56.7% |
| All | -32.2% | +54.8% | -87.0% | -56.7% |
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