+10,056.0%
CSX vs CMS
+475.9%
+9,580.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | +7.0% | +8.6% | -1.6% | +4.4% |
| 3M | -0.3% | -0.5% | +0.2% | -0.2% |
| 6M | +13.5% | -4.2% | +17.7% | +14.8% |
| YTD | +41.5% | +3.4% | +38.1% | +39.8% |
| 1Y | +45.8% | +0.4% | +45.3% | +45.2% |
| 3Y | +74.4% | +38.2% | +36.2% | +57.3% |
| 5Y | +53.6% | +35.4% | +18.2% | +38.6% |
| 10Y | +465.6% | +131.7% | +333.9% | +336.7% |
| All | +10,056.0% | +475.9% | +9,580.1% | +5,384.2% |
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