+409.0%
CSX vs SBAC
+103.9%
+305.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +0.7% | +3.6% | -2.9% | -0.3% |
| 30D | +8.1% | +4.9% | +3.2% | +6.6% |
| 3M | +2.2% | +6.5% | -4.3% | +0.2% |
| 6M | +14.6% | -11.1% | +25.7% | +17.5% |
| YTD | +42.2% | +0.9% | +41.3% | +39.4% |
| 1Y | +47.3% | -1.6% | +48.9% | +45.4% |
| 3Y | +73.5% | -7.0% | +80.5% | +70.0% |
| 5Y | +54.1% | -39.2% | +93.3% | +72.2% |
| 10Y | +409.0% | +111.4% | +297.6% | +428.1% |
| All | +409.0% | +103.9% | +305.1% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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