+6,032.9%
CRM vs CSX
+3,959.0%
+2,073.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.4% |
| 7D | +1.3% | -3.4% | +4.6% | +2.9% |
| 30D | +34.3% | -3.1% | +37.4% | +36.2% |
| 3M | +37.7% | +7.2% | +30.5% | +32.3% |
| 6M | +34.9% | +16.2% | +18.8% | +23.1% |
| YTD | -1.6% | +37.5% | -39.2% | -17.9% |
| 1Y | +7.1% | +53.2% | -46.1% | -15.6% |
| 3Y | +19.0% | +68.2% | -49.2% | -11.9% |
| 5Y | -1.3% | +65.2% | -66.5% | -26.8% |
| 10Y | +251.2% | +504.1% | -253.0% | +24.6% |
| All | +6,032.9% | +3,959.0% | +2,073.9% | +721.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling