+414.9%
CSX vs SAP
+237.3%
+177.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +6.0% | +0.6% | +5.3% | +5.7% |
| 30D | +7.8% | +6.5% | +1.3% | +5.6% |
| 3M | +4.1% | +12.2% | -8.1% | +0.1% |
| 6M | +17.9% | +46.1% | -28.2% | +2.7% |
| YTD | +44.9% | -1.6% | +46.5% | +43.1% |
| 1Y | +51.1% | -5.1% | +56.3% | +51.4% |
| 3Y | +78.3% | +68.4% | +9.9% | +34.5% |
| 5Y | +58.1% | +79.4% | -21.3% | +13.0% |
| All | +414.9% | +237.3% | +177.6% | +183.1% |
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