+47.3%
CSX vs SMR
-83.7%
+131.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.2% | +1.3% |
| 7D | +0.7% | -2.8% | +3.5% | +0.8% |
| 30D | +8.1% | -27.5% | +35.6% | +8.8% |
| 3M | +2.2% | -43.1% | +45.3% | +3.2% |
| 6M | +14.6% | -58.4% | +73.0% | +16.8% |
| YTD | +42.2% | -63.2% | +105.4% | +43.0% |
| 1Y | +47.3% | -81.6% | +129.0% | +56.2% |
| All | +47.3% | -83.7% | +131.0% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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