+68.6%
CSX vs SAP
+75.3%
-6.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.8% | -3.0% |
| 7D | -5.5% | -0.7% | -4.9% | -5.5% |
| 30D | +4.9% | +11.1% | -6.2% | +4.2% |
| 3M | -2.9% | +17.0% | -19.9% | -3.8% |
| 6M | +8.3% | +34.8% | -26.5% | +6.2% |
| YTD | +36.7% | -2.2% | +39.0% | +38.7% |
| 1Y | +41.5% | -6.4% | +47.9% | +44.6% |
| 3Y | +68.6% | +75.1% | -6.5% | +56.6% |
| All | +68.6% | +75.3% | -6.7% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling