+68.6%
CSX vs SBAC
-10.4%
+79.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -5.5% | +1.2% | -6.7% | -5.6% |
| 30D | +4.9% | +11.2% | -6.2% | +3.7% |
| 3M | -2.9% | +4.5% | -7.3% | -3.4% |
| 6M | +8.3% | -12.2% | +20.5% | +9.8% |
| YTD | +36.7% | -0.1% | +36.9% | +36.4% |
| 1Y | +41.5% | -0.3% | +41.8% | +41.2% |
| 3Y | +68.6% | -8.7% | +77.4% | +67.3% |
| All | +68.6% | -10.4% | +79.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling