+412.6%
CSX vs CRS
+967.2%
-554.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.7% | -6.9% | +0.6% |
| 7D | -2.2% | +4.9% | -7.2% | -3.4% |
| 30D | +6.8% | -20.8% | +27.6% | +11.3% |
| 3M | +0.7% | -46.4% | +47.1% | +14.9% |
| 6M | +13.3% | -28.6% | +41.8% | +19.9% |
| YTD | +40.5% | -2.8% | +43.3% | +36.9% |
| 1Y | +44.7% | -6.7% | +51.4% | +42.1% |
| 3Y | +74.5% | +368.0% | -293.5% | +6.4% |
| 5Y | +52.0% | +852.9% | -800.9% | -28.2% |
| 10Y | +412.6% | +905.1% | -492.5% | +112.3% |
| All | +412.6% | +967.2% | -554.5% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling