+41.5%
CSX vs SAN
+16.7%
+24.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -3.1% |
| 7D | -5.5% | +4.9% | -10.4% | -6.0% |
| 30D | +4.9% | -13.0% | +17.9% | +6.5% |
| 3M | -2.9% | -18.9% | +16.0% | -0.6% |
| 6M | +8.3% | -4.1% | +12.5% | +7.6% |
| YTD | +36.7% | +2.6% | +34.2% | +30.0% |
| 1Y | +41.5% | +16.9% | +24.6% | +29.1% |
| All | +41.5% | +16.7% | +24.8% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling