+418.4%
CSX vs SAN
+267.7%
+150.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.9% |
| 7D | +3.1% | +1.0% | +2.1% | +2.7% |
| 30D | +9.7% | -9.4% | +19.1% | +12.9% |
| 3M | +4.9% | -17.1% | +22.1% | +10.8% |
| 6M | +18.4% | +2.2% | +16.2% | +16.0% |
| YTD | +45.9% | +6.0% | +39.9% | +39.8% |
| 1Y | +50.0% | +12.7% | +37.3% | +40.7% |
| 3Y | +78.0% | +242.1% | -164.1% | +9.2% |
| 5Y | +59.2% | +293.6% | -234.4% | -11.4% |
| All | +418.4% | +267.7% | +150.7% | +188.8% |
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