+72.2%
CSX vs CL
+30.5%
+41.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.1% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | -3.1% | -4.8% | +1.8% | -2.2% |
| 3M | +7.2% | +4.9% | +2.3% | +5.9% |
| 6M | +16.2% | -5.7% | +21.9% | +16.9% |
| YTD | +37.5% | +14.4% | +23.2% | +33.7% |
| 1Y | +53.2% | +8.7% | +44.5% | +50.2% |
| All | +72.2% | +30.5% | +41.8% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling