+504.6%
CSX vs CMS
+117.1%
+387.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -3.4% | +0.4% | -3.7% | -3.5% |
| 30D | -3.1% | -3.6% | +0.5% | -1.6% |
| 3M | +7.2% | -1.9% | +9.1% | +7.8% |
| 6M | +16.2% | -11.0% | +27.1% | +21.8% |
| YTD | +37.5% | +0.2% | +37.3% | +36.9% |
| 1Y | +53.2% | -1.3% | +54.5% | +53.4% |
| 3Y | +68.2% | +35.9% | +32.3% | +44.1% |
| 5Y | +65.2% | +23.1% | +42.1% | +46.3% |
| All | +504.6% | +117.1% | +387.5% | +399.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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