+45.8%
CSX vs CLF
+5.3%
+40.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.2% | +9.9% | -1.5% |
| 7D | -2.7% | -21.0% | +18.3% | -1.2% |
| 30D | +7.0% | -8.0% | +15.0% | +7.0% |
| 3M | -0.3% | -10.9% | +10.6% | -0.1% |
| 6M | +13.5% | +5.8% | +7.7% | +10.4% |
| YTD | +41.5% | -15.1% | +56.6% | +39.1% |
| 1Y | +45.8% | +7.2% | +38.5% | +37.6% |
| All | +45.8% | +5.3% | +40.4% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling