+67.8%
CSX vs CRL
-35.5%
+103.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | -3.1% | +10.7% | -13.7% | -4.9% |
| 3M | +7.2% | +55.3% | -48.1% | -1.4% |
| 6M | +16.2% | +60.7% | -44.5% | +5.4% |
| YTD | +37.5% | +44.6% | -7.1% | +26.9% |
| 1Y | +53.2% | +77.7% | -24.5% | +34.8% |
| 3Y | +68.2% | +37.6% | +30.6% | +50.9% |
| All | +67.8% | -35.5% | +103.3% | +63.6% |
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