+416.4%
CSX vs SRE
+120.6%
+295.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.3% | -5.6% | +5.4% | +2.2% |
| 30D | +8.7% | -4.5% | +13.2% | +10.8% |
| 3M | +4.2% | -7.7% | +11.9% | +7.5% |
| 6M | +16.7% | -14.4% | +31.1% | +24.1% |
| YTD | +44.5% | -9.4% | +53.9% | +49.5% |
| 1Y | +50.3% | -13.8% | +64.1% | +58.9% |
| 3Y | +76.3% | +22.2% | +54.1% | +53.9% |
| 5Y | +58.1% | +50.5% | +7.7% | +24.1% |
| 10Y | +416.4% | +124.1% | +292.3% | +331.0% |
| All | +416.4% | +120.6% | +295.8% | +331.0% |
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