+50.3%
CSX vs SM
+72.9%
-22.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.6% | -4.0% | +1.7% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +8.7% | -17.3% | +26.0% | +8.3% |
| 3M | +4.2% | -3.6% | +7.8% | +4.1% |
| 6M | +16.7% | +2.9% | +13.8% | +16.7% |
| YTD | +44.5% | +70.2% | -25.7% | +35.3% |
| 1Y | +50.3% | +66.5% | -16.2% | +41.2% |
| All | +50.3% | +72.9% | -22.7% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling