+52.0%
CSX vs SFM
+102.7%
-50.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | -2.2% | -10.2% | +8.0% | -1.2% |
| 30D | +6.8% | -23.9% | +30.7% | +9.3% |
| 3M | +0.7% | -42.3% | +42.9% | +5.8% |
| 6M | +13.3% | -40.1% | +53.4% | +18.2% |
| YTD | +40.5% | -37.8% | +78.3% | +45.5% |
| 1Y | +44.7% | -37.1% | +81.8% | +49.4% |
| 3Y | +74.5% | +21.5% | +52.9% | +55.3% |
| 5Y | +52.0% | +103.8% | -51.8% | +22.5% |
| All | +52.0% | +102.7% | -50.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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