+4,836.7%
CSX vs SM
+1,608.3%
+3,228.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -3.1% | +26.3% | -29.4% | -6.5% |
| 3M | +7.2% | +8.7% | -1.5% | +5.2% |
| 6M | +16.2% | +51.7% | -35.5% | +7.7% |
| YTD | +37.5% | +99.0% | -61.5% | +22.3% |
| 1Y | +53.2% | +34.6% | +18.6% | +43.5% |
| 3Y | +68.2% | -7.8% | +76.0% | +62.2% |
| 5Y | +65.2% | +104.8% | -39.5% | +35.5% |
| 10Y | +504.1% | +7.2% | +496.9% | +290.8% |
| All | +4,836.7% | +1,608.3% | +3,228.4% | +2,112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling