+504.6%
CSX vs SAP
+178.8%
+325.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -3.4% | -2.9% | -0.5% | -2.5% |
| 30D | -3.1% | +9.0% | -12.1% | -5.9% |
| 3M | +7.2% | +14.9% | -7.8% | +1.7% |
| 6M | +16.2% | +11.9% | +4.3% | +10.2% |
| YTD | +37.5% | -9.9% | +47.5% | +39.8% |
| 1Y | +53.2% | -19.5% | +72.8% | +62.3% |
| 3Y | +68.2% | +61.8% | +6.4% | +27.8% |
| 5Y | +65.2% | +56.2% | +9.1% | +24.5% |
| All | +504.6% | +178.8% | +325.8% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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