+53.6%
CSX vs SM
-8.9%
+62.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.8% |
| 7D | -2.7% | -25.1% | +22.4% | +0.5% |
| 30D | +7.0% | -15.6% | +22.6% | +8.8% |
| 3M | -0.3% | +2.7% | -3.0% | -1.4% |
| 6M | +13.5% | -3.8% | +17.4% | +12.4% |
| YTD | +41.5% | +61.8% | -20.3% | +28.5% |
| 1Y | +45.8% | +71.4% | -25.6% | +31.0% |
| 3Y | +74.4% | -20.7% | +95.1% | +70.5% |
| 5Y | +53.6% | -11.5% | +65.1% | +44.7% |
| All | +53.6% | -8.9% | +62.5% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling