+74.5%
CSX vs CRL
+72.9%
+1.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -1.8% |
| 7D | -2.7% | -16.8% | +14.1% | -0.4% |
| 30D | +7.0% | +2.6% | +4.4% | +6.3% |
| 3M | -0.3% | +20.1% | -20.4% | -3.4% |
| 6M | +13.5% | +68.8% | -55.3% | +4.3% |
| YTD | +41.5% | +56.9% | -15.4% | +30.5% |
| 1Y | +45.8% | +86.7% | -40.9% | +30.1% |
| All | +74.5% | +72.9% | +1.6% | +52.0% |
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