+41.5%
CSX vs CL
+29.1%
+12.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.8% |
| 7D | -5.5% | +1.3% | -6.9% | -5.8% |
| 30D | +4.9% | +11.4% | -6.4% | +2.9% |
| 3M | -2.9% | +4.4% | -7.3% | -3.7% |
| 6M | +8.3% | +10.8% | -2.4% | +5.9% |
| YTD | +36.7% | +25.1% | +11.6% | +32.6% |
| 1Y | +41.5% | +28.0% | +13.5% | +37.2% |
| All | +41.5% | +29.1% | +12.4% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling