+67.8%
CSX vs SBAC
-43.7%
+111.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.1% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -3.1% | +6.9% | -10.0% | -4.4% |
| 3M | +7.2% | -8.2% | +15.4% | +8.8% |
| 6M | +16.2% | -1.6% | +17.8% | +15.8% |
| YTD | +37.5% | -0.1% | +37.7% | +36.3% |
| 1Y | +53.2% | -0.5% | +53.7% | +51.9% |
| 3Y | +68.2% | -9.1% | +77.3% | +66.6% |
| All | +67.8% | -43.7% | +111.5% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling