+487.4%
CSX vs CRH
+253.3%
+234.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -0.9% | -6.1% | +5.1% | +1.7% |
| 30D | -2.0% | -9.3% | +7.3% | +2.0% |
| 3M | +3.6% | -15.2% | +18.8% | +10.4% |
| 6M | +22.0% | -14.2% | +36.3% | +28.6% |
| YTD | +36.3% | -28.3% | +64.5% | +54.4% |
| 1Y | +50.9% | -21.8% | +72.7% | +63.8% |
| 3Y | +69.2% | +71.6% | -2.5% | +21.2% |
| 5Y | +69.2% | +96.6% | -27.4% | +9.8% |
| All | +487.4% | +253.3% | +234.1% | +165.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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