+52.0%
CSX vs CRL
-6.0%
+58.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.0% |
| 7D | -2.2% | +4.4% | -6.6% | -3.1% |
| 30D | +6.8% | +17.1% | -10.3% | +3.5% |
| 3M | +0.7% | +32.1% | -31.4% | -4.8% |
| 6M | +13.3% | +98.9% | -85.7% | -1.2% |
| YTD | +40.5% | +77.1% | -36.6% | +24.2% |
| 1Y | +44.7% | +110.3% | -65.6% | +23.2% |
| 3Y | +74.5% | +108.5% | -34.0% | +42.5% |
| 5Y | +52.0% | -7.9% | +59.8% | +42.4% |
| All | +52.0% | -6.0% | +58.0% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling