+48.2%
CSX vs CLF
-51.2%
+99.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.6% |
| 7D | -5.5% | -19.6% | +14.1% | -2.7% |
| 30D | +4.9% | -5.0% | +9.9% | +4.9% |
| 3M | -2.9% | -6.3% | +3.4% | -3.0% |
| 6M | +8.3% | +2.8% | +5.6% | +5.5% |
| YTD | +36.7% | -13.7% | +50.4% | +35.4% |
| 1Y | +41.5% | +13.6% | +27.9% | +33.6% |
| 3Y | +68.6% | -34.0% | +102.6% | +66.0% |
| All | +48.2% | -51.2% | +99.4% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling