+504.6%
CSX vs CL
+50.5%
+454.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.5% |
| 7D | -3.4% | -2.2% | -1.2% | -2.5% |
| 30D | -3.1% | -4.8% | +1.8% | -1.1% |
| 3M | +7.2% | +4.9% | +2.3% | +4.5% |
| 6M | +16.2% | -5.7% | +21.9% | +18.5% |
| YTD | +37.5% | +14.4% | +23.2% | +28.3% |
| 1Y | +53.2% | +8.7% | +44.5% | +45.9% |
| 3Y | +68.2% | +30.0% | +38.3% | +42.8% |
| 5Y | +65.2% | +28.4% | +36.9% | +40.0% |
| All | +504.6% | +50.5% | +454.1% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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