+7.1%
CRM vs CSX
+55.3%
-48.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -1.7% |
| 7D | +1.3% | -3.4% | +4.6% | +0.3% |
| 30D | +34.3% | -3.1% | +37.4% | +33.2% |
| 3M | +37.7% | +7.2% | +30.5% | +39.6% |
| 6M | +34.9% | +16.2% | +18.8% | +40.1% |
| YTD | -1.6% | +37.5% | -39.2% | +0.9% |
| 1Y | +7.1% | +53.2% | -46.1% | +6.0% |
| All | +7.1% | +55.3% | -48.1% | +6.0% |
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 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