+68.6%
CSX vs CRL
+86.4%
-17.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.8% | -11.2% | -4.4% |
| 7D | -5.5% | -6.1% | +0.6% | -4.9% |
| 30D | +4.9% | +12.4% | -7.5% | +2.9% |
| 3M | -2.9% | +27.1% | -30.0% | -6.6% |
| 6M | +8.3% | +85.7% | -77.4% | -1.8% |
| YTD | +36.7% | +69.2% | -32.5% | +24.8% |
| 1Y | +41.5% | +97.5% | -56.0% | +25.4% |
| 3Y | +68.6% | +86.1% | -17.5% | +45.4% |
| All | +68.6% | +86.4% | -17.8% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling