+3,638.5%
CSX vs SAP
+2,542.1%
+1,096.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | -2.7% | +4.0% | -6.7% | -3.7% |
| 30D | +7.0% | +15.7% | -8.7% | +3.0% |
| 3M | -0.3% | +23.4% | -23.7% | -5.8% |
| 6M | +13.5% | +41.3% | -27.7% | +2.6% |
| YTD | +41.5% | +2.0% | +39.5% | +37.6% |
| 1Y | +45.8% | -5.1% | +50.9% | +44.5% |
| 3Y | +74.4% | +82.1% | -7.8% | +42.2% |
| 5Y | +53.6% | +77.2% | -23.5% | +24.6% |
| 10Y | +465.6% | +233.6% | +232.0% | +283.4% |
| All | +3,638.5% | +2,542.1% | +1,096.4% | +1,573.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling