+3,534.0%
CSX vs SAP
+2,233.8%
+1,300.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -3.4% | -2.9% | -0.5% | -2.6% |
| 30D | -3.1% | +9.0% | -12.1% | -5.4% |
| 3M | +7.2% | +14.9% | -7.8% | +2.6% |
| 6M | +16.2% | +11.9% | +4.3% | +11.1% |
| YTD | +37.5% | -9.9% | +47.5% | +38.3% |
| 1Y | +53.2% | -19.5% | +72.8% | +58.5% |
| 3Y | +68.2% | +61.8% | +6.4% | +41.4% |
| 5Y | +65.2% | +56.2% | +9.1% | +38.5% |
| 10Y | +504.1% | +180.6% | +323.5% | +328.2% |
| All | +3,534.0% | +2,233.8% | +1,300.3% | +1,581.0% |
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