+413.4%
CSX vs CRL
+356.6%
+56.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -0.3% | +5.0% | -5.3% | -1.8% |
| 30D | +8.7% | +13.5% | -4.8% | +4.3% |
| 3M | +4.2% | +21.5% | -17.3% | -2.2% |
| 6M | +16.7% | +103.4% | -86.7% | -6.2% |
| YTD | +44.5% | +71.8% | -27.3% | +20.2% |
| 1Y | +50.3% | +97.5% | -47.2% | +19.6% |
| 3Y | +76.3% | +99.2% | -22.9% | +30.5% |
| 5Y | +58.1% | -12.1% | +70.3% | +54.3% |
| All | +413.4% | +356.6% | +56.9% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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