+504.6%
CSX vs CLF
+128.0%
+376.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | -3.4% | +7.6% | -11.0% | -4.6% |
| 30D | -3.1% | -1.2% | -1.9% | -3.1% |
| 3M | +7.2% | -13.4% | +20.5% | +8.9% |
| 6M | +16.2% | +15.4% | +0.7% | +11.4% |
| YTD | +37.5% | -5.9% | +43.4% | +35.6% |
| 1Y | +53.2% | +18.8% | +34.4% | +42.3% |
| 3Y | +68.2% | -19.4% | +87.6% | +59.1% |
| 5Y | +65.2% | -47.7% | +113.0% | +62.4% |
| All | +504.6% | +128.0% | +376.6% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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