+10,056.0%
CSX vs CL
+5,456.9%
+4,599.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | -2.7% | +5.9% | -8.6% | -4.7% |
| 30D | +7.0% | +13.8% | -6.7% | +2.1% |
| 3M | -0.3% | +6.4% | -6.7% | -2.6% |
| 6M | +13.5% | +15.6% | -2.1% | +7.2% |
| YTD | +41.5% | +27.9% | +13.6% | +28.5% |
| 1Y | +45.8% | +31.4% | +14.4% | +30.9% |
| 3Y | +74.4% | +41.4% | +33.0% | +50.4% |
| 5Y | +53.6% | +42.8% | +10.8% | +31.4% |
| 10Y | +465.6% | +79.7% | +386.0% | +341.0% |
| All | +10,056.0% | +5,456.9% | +4,599.1% | +2,269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling