+54.1%
CSX vs CMS
+35.4%
+18.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +8.1% | +7.4% | +0.7% | +5.1% |
| 3M | +2.2% | +1.9% | +0.3% | +1.4% |
| 6M | +14.6% | -2.3% | +16.9% | +15.4% |
| YTD | +42.2% | +3.0% | +39.2% | +40.1% |
| 1Y | +47.3% | -2.8% | +50.1% | +48.4% |
| 3Y | +73.5% | +37.9% | +35.6% | +49.5% |
| 5Y | +54.1% | +34.0% | +20.1% | +31.5% |
| All | +54.1% | +35.4% | +18.7% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling