+69.6%
CSX vs CRH
+95.0%
-25.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.0% |
| 7D | +0.1% | -4.8% | +4.9% | +1.6% |
| 30D | -1.5% | -13.1% | +11.6% | +2.7% |
| 3M | +6.0% | -12.0% | +17.9% | +9.7% |
| 6M | +20.6% | -16.9% | +37.5% | +26.6% |
| YTD | +36.5% | -29.0% | +65.5% | +50.1% |
| 1Y | +55.0% | -20.3% | +75.3% | +63.6% |
| 3Y | +70.8% | +69.2% | +1.5% | +34.4% |
| 5Y | +69.6% | +94.6% | -25.1% | +24.1% |
| All | +69.6% | +95.0% | -25.5% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling