+641.4%
CSX vs SFM
+47.4%
+593.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -1.8% |
| 7D | -2.7% | +7.5% | -10.2% | -3.6% |
| 30D | +7.0% | -20.8% | +27.8% | +9.4% |
| 3M | -0.3% | -39.4% | +39.1% | +4.9% |
| 6M | +13.5% | -34.5% | +48.0% | +17.9% |
| YTD | +41.5% | -35.2% | +76.7% | +46.5% |
| 1Y | +45.8% | -35.3% | +81.1% | +50.8% |
| 3Y | +74.4% | +23.9% | +50.5% | +61.4% |
| 5Y | +53.6% | +113.8% | -60.2% | +30.2% |
| 10Y | +465.6% | +152.0% | +313.7% | +352.1% |
| All | +641.4% | +47.4% | +593.9% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling