+490.1%
CSX vs SAN
+347.3%
+142.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.4% | +1.8% | -5.2% | -3.9% |
| 30D | -3.1% | +2.0% | -5.1% | -3.7% |
| 3M | +7.2% | +19.7% | -12.6% | +0.6% |
| 6M | +16.2% | +30.6% | -14.5% | +5.5% |
| YTD | +37.5% | +28.8% | +8.7% | +24.6% |
| 1Y | +53.2% | +57.8% | -4.5% | +29.2% |
| 3Y | +68.2% | +338.1% | -269.9% | -4.0% |
| 5Y | +65.2% | +384.2% | -319.0% | -13.4% |
| All | +490.1% | +347.3% | +142.8% | +208.9% |
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