+67.2%
CSX vs SMR
-52.0%
+119.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.8% | +8.8% | +1.2% |
| 7D | +3.1% | +10.3% | -7.2% | +2.7% |
| 30D | +9.7% | -25.7% | +35.4% | +10.6% |
| 3M | +4.9% | -49.7% | +54.7% | +6.9% |
| 6M | +18.4% | -59.8% | +78.2% | +21.1% |
| YTD | +45.9% | -66.0% | +111.9% | +49.1% |
| 1Y | +50.0% | -81.4% | +131.4% | +56.4% |
| 3Y | +78.0% | +130.6% | -52.6% | +51.3% |
| All | +67.2% | -52.0% | +119.3% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling