+53.6%
CSX vs SAN
+272.3%
-218.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -2.7% | +3.5% | -6.2% | -3.3% |
| 30D | +7.0% | -13.2% | +20.2% | +9.7% |
| 3M | -0.3% | -16.9% | +16.7% | +3.0% |
| 6M | +13.5% | +2.3% | +11.2% | +12.1% |
| YTD | +41.5% | +4.9% | +36.6% | +38.1% |
| 1Y | +45.8% | +20.4% | +25.3% | +38.2% |
| 3Y | +74.4% | +243.2% | -168.8% | +29.4% |
| 5Y | +53.6% | +275.3% | -221.7% | +12.2% |
| All | +53.6% | +272.3% | -218.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling