+412.6%
CSX vs SRE
+110.3%
+302.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | -2.2% | -8.4% | +6.2% | +1.5% |
| 30D | +6.8% | -3.2% | +10.0% | +8.3% |
| 3M | +0.7% | -5.3% | +6.0% | +2.7% |
| 6M | +13.3% | -12.6% | +25.9% | +19.3% |
| YTD | +40.5% | -8.8% | +49.3% | +45.0% |
| 1Y | +44.7% | -13.4% | +58.1% | +52.6% |
| 3Y | +74.5% | +24.4% | +50.1% | +51.2% |
| 5Y | +52.0% | +47.3% | +4.7% | +20.7% |
| 10Y | +412.6% | +116.7% | +296.0% | +316.9% |
| All | +412.6% | +110.3% | +302.4% | +316.9% |
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