+51.1%
CSX vs CMS
-2.7%
+53.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.3% |
| 7D | +6.0% | +1.7% | +4.2% | +5.3% |
| 30D | +7.8% | +6.2% | +1.6% | +5.6% |
| 3M | +4.1% | +0.6% | +3.5% | +3.7% |
| 6M | +17.9% | -1.8% | +19.7% | +18.2% |
| YTD | +44.9% | +3.8% | +41.1% | +43.6% |
| 1Y | +51.1% | -1.8% | +52.9% | +51.7% |
| All | +51.1% | -2.7% | +53.8% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling