+10,299.8%
CSX vs CMS
+478.3%
+9,821.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | +0.1% | +4.1% | -3.9% | -1.0% |
| 30D | +9.7% | +10.9% | -1.1% | +6.5% |
| 3M | +2.3% | -0.2% | +2.5% | +2.3% |
| 6M | +17.1% | -4.7% | +21.8% | +18.5% |
| YTD | +44.9% | +3.9% | +41.0% | +43.0% |
| 1Y | +47.1% | +0.4% | +46.7% | +46.6% |
| 3Y | +78.6% | +38.8% | +39.8% | +60.8% |
| 5Y | +57.2% | +37.1% | +20.1% | +41.3% |
| 10Y | +479.2% | +132.7% | +346.5% | +346.6% |
| All | +10,299.8% | +478.3% | +9,821.4% | +5,508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling