+427.3%
CSX vs SM
+8.2%
+419.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.3% | -3.5% |
| 7D | -5.5% | -25.9% | +20.4% | -2.7% |
| 30D | +4.9% | -15.1% | +20.1% | +6.5% |
| 3M | -2.9% | +4.9% | -7.7% | -3.9% |
| 6M | +8.3% | +6.1% | +2.2% | +6.5% |
| YTD | +36.7% | +63.4% | -26.7% | +27.2% |
| 1Y | +41.5% | +72.5% | -31.0% | +30.6% |
| 3Y | +68.6% | -16.9% | +85.5% | +65.5% |
| 5Y | +48.4% | -10.6% | +59.1% | +40.5% |
| All | +427.3% | +8.2% | +419.1% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling