+6,782.5%
CSX vs CRL
+1,379.5%
+5,403.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.3% |
| 7D | -3.4% | -1.0% | -2.4% | -3.1% |
| 30D | -3.1% | +10.7% | -13.7% | -5.8% |
| 3M | +7.2% | +55.3% | -48.1% | -5.4% |
| 6M | +16.2% | +60.7% | -44.5% | +0.3% |
| YTD | +37.5% | +44.6% | -7.1% | +21.5% |
| 1Y | +53.2% | +77.7% | -24.5% | +26.8% |
| 3Y | +68.2% | +37.6% | +30.6% | +42.0% |
| 5Y | +65.2% | -35.8% | +101.1% | +68.3% |
| 10Y | +504.1% | +241.7% | +262.4% | +265.8% |
| All | +6,782.5% | +1,379.5% | +5,403.0% | +3,241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling