+79.5%
CSX vs SRE
+23.7%
+55.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +3.1% | -1.1% | +4.2% | +3.4% |
| 30D | +9.7% | -4.1% | +13.8% | +11.0% |
| 3M | +4.9% | -7.3% | +12.2% | +6.9% |
| 6M | +18.4% | -14.1% | +32.5% | +23.2% |
| YTD | +45.9% | -8.5% | +54.4% | +49.0% |
| 1Y | +50.0% | -12.0% | +62.0% | +54.8% |
| All | +79.5% | +23.7% | +55.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling