+59.2%
CSX vs SRE
+51.9%
+7.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | +3.1% | -1.1% | +4.2% | +3.5% |
| 30D | +9.7% | -4.1% | +13.8% | +11.4% |
| 3M | +4.9% | -7.3% | +12.2% | +7.6% |
| 6M | +18.4% | -14.1% | +32.5% | +24.8% |
| YTD | +45.9% | -8.5% | +54.4% | +49.8% |
| 1Y | +50.0% | -12.0% | +62.0% | +56.3% |
| 3Y | +78.0% | +23.4% | +54.6% | +53.4% |
| 5Y | +59.2% | +51.3% | +7.9% | +21.2% |
| All | +59.2% | +51.9% | +7.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling