+67.8%
CSX vs CL
+28.4%
+39.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.3% |
| 7D | -3.4% | -2.2% | -1.2% | -2.7% |
| 30D | -3.1% | -4.8% | +1.8% | -1.6% |
| 3M | +7.2% | +4.9% | +2.3% | +5.1% |
| 6M | +16.2% | -5.7% | +21.9% | +17.8% |
| YTD | +37.5% | +14.4% | +23.2% | +30.6% |
| 1Y | +53.2% | +8.7% | +44.5% | +47.9% |
| 3Y | +68.2% | +30.0% | +38.3% | +44.9% |
| All | +67.8% | +28.4% | +39.4% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling