+427.3%
CSX vs SAN
+236.7%
+190.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.7% |
| 7D | -5.5% | +4.9% | -10.4% | -7.0% |
| 30D | +4.9% | -13.0% | +17.9% | +9.4% |
| 3M | -2.9% | -18.9% | +16.0% | +3.4% |
| 6M | +8.3% | -4.1% | +12.5% | +8.5% |
| YTD | +36.7% | +2.6% | +34.2% | +32.5% |
| 1Y | +41.5% | +16.9% | +24.6% | +31.1% |
| 3Y | +68.6% | +239.1% | -170.4% | +3.8% |
| 5Y | +48.4% | +266.8% | -218.4% | -15.0% |
| All | +427.3% | +236.7% | +190.6% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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