+490.1%
CSX vs SRE
+117.4%
+372.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -3.1% | -0.7% | -2.3% | -3.0% |
| 3M | +7.2% | -6.3% | +13.5% | +9.8% |
| 6M | +16.2% | -10.7% | +26.8% | +21.3% |
| YTD | +37.5% | -3.5% | +41.0% | +38.7% |
| 1Y | +53.2% | +5.3% | +47.9% | +48.5% |
| 3Y | +68.2% | +31.8% | +36.5% | +42.6% |
| 5Y | +65.2% | +47.4% | +17.9% | +32.1% |
| All | +490.1% | +117.4% | +372.7% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling