+67.1%
CSX vs CRH
+72.0%
-4.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -0.6% | -3.6% | +3.0% | +0.3% |
| 30D | -3.2% | -10.8% | +7.6% | -0.5% |
| 3M | +2.6% | -13.5% | +16.1% | +6.0% |
| 6M | +19.8% | -15.4% | +35.3% | +24.2% |
| YTD | +34.7% | -27.6% | +62.3% | +44.8% |
| 1Y | +52.1% | -18.4% | +70.5% | +58.0% |
| All | +67.1% | +72.0% | -4.9% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling