+427.3%
CSX vs CMS
+125.4%
+301.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.2% | -2.4% |
| 7D | -5.5% | -1.3% | -4.2% | -4.9% |
| 30D | +4.9% | +6.3% | -1.4% | +2.3% |
| 3M | -2.9% | -2.1% | -0.8% | -2.0% |
| 6M | +8.3% | -5.1% | +13.4% | +10.5% |
| YTD | +36.7% | +1.3% | +35.5% | +35.5% |
| 1Y | +41.5% | -1.4% | +42.9% | +41.7% |
| 3Y | +68.6% | +36.9% | +31.7% | +44.4% |
| 5Y | +48.4% | +32.5% | +15.9% | +27.3% |
| All | +427.3% | +125.4% | +301.9% | +369.1% |
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