+418.4%
CSX vs SM
+18.2%
+400.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.4% |
| 7D | +3.1% | +10.6% | -7.5% | +2.0% |
| 30D | +9.7% | -15.0% | +24.7% | +11.3% |
| 3M | +4.9% | +1.7% | +3.2% | +4.2% |
| 6M | +18.4% | +5.9% | +12.5% | +16.4% |
| YTD | +45.9% | +79.0% | -33.1% | +34.3% |
| 1Y | +50.0% | +84.7% | -34.7% | +37.5% |
| 3Y | +78.0% | -3.5% | +81.5% | +71.9% |
| 5Y | +59.2% | +4.9% | +54.2% | +48.2% |
| All | +418.4% | +18.2% | +400.2% | +283.4% |
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