+72.2%
CSX vs SAN
+339.3%
-267.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -3.4% | +1.8% | -5.2% | -3.6% |
| 30D | -3.1% | +2.0% | -5.1% | -3.4% |
| 3M | +7.2% | +19.7% | -12.6% | +3.9% |
| 6M | +16.2% | +30.6% | -14.5% | +10.7% |
| YTD | +37.5% | +28.8% | +8.7% | +30.8% |
| 1Y | +53.2% | +57.8% | -4.5% | +40.8% |
| All | +72.2% | +339.3% | -267.1% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling