+6,980.3%
CSX vs CRL
+1,505.2%
+5,475.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -1.3% |
| 7D | -2.7% | -16.8% | +14.1% | +1.9% |
| 30D | +7.0% | +2.6% | +4.4% | +5.7% |
| 3M | -0.3% | +20.1% | -20.4% | -5.9% |
| 6M | +13.5% | +68.8% | -55.3% | -3.3% |
| YTD | +41.5% | +56.9% | -15.4% | +21.3% |
| 1Y | +45.8% | +86.7% | -40.9% | +18.9% |
| 3Y | +74.4% | +72.1% | +2.3% | +37.3% |
| 5Y | +53.6% | -16.6% | +70.2% | +44.5% |
| 10Y | +465.6% | +359.0% | +106.6% | +215.0% |
| All | +6,980.3% | +1,505.2% | +5,475.0% | +3,237.2% |
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