+216.7%
CRWD vs CSX
+66.7%
+150.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -2.3% | +0.6% | -3.0% | -2.6% |
| 30D | -2.1% | -2.3% | +0.2% | -1.1% |
| 3M | +27.5% | +4.3% | +23.2% | +24.6% |
| 6M | +95.8% | +23.4% | +72.5% | +74.2% |
| YTD | +79.2% | +36.4% | +42.8% | +50.1% |
| 1Y | +96.3% | +53.0% | +43.2% | +53.3% |
| 3Y | +399.8% | +70.6% | +329.2% | +249.1% |
| 5Y | +216.7% | +65.5% | +151.3% | +124.5% |
| All | +216.7% | +66.7% | +150.0% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling