+72.2%
CSX vs SITM
+372.9%
-300.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.7% | +0.5% |
| 7D | -3.4% | +9.7% | -13.1% | -3.9% |
| 30D | -3.1% | +12.7% | -15.8% | -4.1% |
| 3M | +7.2% | -13.4% | +20.6% | +7.4% |
| 6M | +16.2% | +59.6% | -43.4% | +9.8% |
| YTD | +37.5% | +73.3% | -35.8% | +28.8% |
| 1Y | +53.2% | +165.5% | -112.3% | +38.1% |
| All | +72.2% | +372.9% | -300.7% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling