+48.2%
CSX vs CRS
+772.4%
-724.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | -1.7% | -3.8% | -5.3% |
| 30D | +4.9% | -28.8% | +33.7% | +9.4% |
| 3M | -2.9% | -50.0% | +47.2% | +7.0% |
| 6M | +8.3% | -39.2% | +47.5% | +15.2% |
| YTD | +36.7% | -11.4% | +48.2% | +36.2% |
| 1Y | +41.5% | -11.7% | +53.2% | +40.9% |
| 3Y | +68.6% | +319.6% | -251.0% | +22.3% |
| All | +48.2% | +772.4% | -724.2% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling