+490.1%
CSX vs CRS
+1,394.6%
-904.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -3.1% | -16.6% | +13.6% | +1.0% |
| 3M | +7.2% | -3.5% | +10.6% | +7.4% |
| 6M | +16.2% | +15.4% | +0.7% | +10.9% |
| YTD | +37.5% | +51.2% | -13.6% | +22.6% |
| 1Y | +53.2% | +98.3% | -45.1% | +26.1% |
| 3Y | +68.2% | +651.5% | -583.3% | -6.9% |
| 5Y | +65.2% | +1,411.1% | -1,345.9% | -28.8% |
| All | +490.1% | +1,394.6% | -904.5% | +121.5% |
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