-0.5%
CRM vs CSX
+55.1%
-55.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.1% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +23.1% | -1.5% | +24.6% | +22.5% |
| 3M | +42.5% | +6.0% | +36.6% | +44.2% |
| 6M | +25.3% | +20.6% | +4.7% | +30.4% |
| YTD | -7.8% | +36.5% | -44.3% | -5.0% |
| All | -0.5% | +55.1% | -55.6% | -1.3% |
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 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