-19.4%
CRCL vs CSX
+65.4%
-84.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +2.9% |
| 7D | -11.8% | -0.3% | -11.5% | -11.7% |
| 30D | -20.0% | +8.7% | -28.7% | -21.6% |
| 3M | -5.7% | +4.2% | -9.9% | -6.3% |
| 6M | -49.1% | +16.7% | -65.7% | -52.3% |
| YTD | -15.4% | +44.5% | -59.8% | -33.4% |
| 1Y | -31.7% | +50.3% | -82.0% | -48.1% |
| All | -19.4% | +65.4% | -84.7% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling