+50.0%
CSX vs SBAC
-5.3%
+55.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +3.1% | -3.4% | +6.5% | +3.4% |
| 30D | +9.7% | +2.6% | +7.1% | +9.4% |
| 3M | +4.9% | +2.6% | +2.3% | +4.6% |
| 6M | +18.4% | -11.5% | +29.9% | +19.7% |
| YTD | +45.9% | -1.6% | +47.5% | +48.8% |
| 1Y | +50.0% | -5.1% | +55.1% | +55.3% |
| All | +50.0% | -5.3% | +55.2% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling