+238.9%
CRM vs CSX
+501.5%
-262.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | +28.1% | -2.0% | +30.1% | +29.1% |
| 3M | +48.8% | +3.6% | +45.2% | +45.9% |
| 6M | +28.3% | +22.0% | +6.2% | +16.0% |
| YTD | -6.0% | +36.3% | -42.3% | -19.6% |
| 1Y | +1.4% | +50.9% | -49.5% | -17.4% |
| 3Y | +11.8% | +69.2% | -57.3% | -14.9% |
| 5Y | -2.0% | +69.2% | -71.3% | -25.8% |
| All | +238.9% | +501.5% | -262.6% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling