+41.5%
CSX vs SRE
-12.9%
+54.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | -5.5% | -9.2% | +3.6% | -3.3% |
| 30D | +4.9% | -1.9% | +6.8% | +5.6% |
| 3M | -2.9% | -6.5% | +3.7% | -1.4% |
| 6M | +8.3% | -15.2% | +23.6% | +13.8% |
| YTD | +36.7% | -9.5% | +46.2% | +40.5% |
| 1Y | +41.5% | -13.2% | +54.7% | +46.8% |
| All | +41.5% | -12.9% | +54.4% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling