+9,690.4%
CSX vs CRH
+6,189.1%
+3,501.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.0% | +0.3% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | -2.3% | -9.5% | +7.2% | +0.4% |
| 3M | +4.3% | -10.4% | +14.7% | +7.1% |
| 6M | +23.4% | -14.2% | +37.6% | +27.9% |
| YTD | +36.4% | -26.6% | +63.0% | +47.3% |
| 1Y | +53.0% | -18.2% | +71.3% | +60.0% |
| 3Y | +70.6% | +74.9% | -4.3% | +41.1% |
| 5Y | +65.5% | +101.7% | -36.2% | +29.5% |
| 10Y | +482.4% | +249.4% | +232.9% | +287.0% |
| All | +9,690.4% | +6,189.1% | +3,501.3% | +4,807.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling