+67.8%
CSX vs CLF
-47.7%
+115.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | -3.4% | +7.6% | -11.0% | -4.5% |
| 30D | -3.1% | -1.2% | -1.9% | -3.1% |
| 3M | +7.2% | -13.4% | +20.5% | +8.7% |
| 6M | +16.2% | +15.4% | +0.7% | +11.9% |
| YTD | +37.5% | -5.9% | +43.4% | +35.8% |
| 1Y | +53.2% | +18.8% | +34.4% | +43.0% |
| 3Y | +68.2% | -19.4% | +87.6% | +60.6% |
| All | +67.8% | -47.7% | +115.5% | +69.1% |
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