+3,069.0%
CSX vs SBAC
+2,208.1%
+860.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.0% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | -3.1% | +6.9% | -10.0% | -4.0% |
| 3M | +7.2% | -8.2% | +15.4% | +8.3% |
| 6M | +16.2% | -1.6% | +17.8% | +15.7% |
| YTD | +37.5% | -0.1% | +37.7% | +36.6% |
| 1Y | +53.2% | -0.5% | +53.7% | +52.2% |
| 3Y | +68.2% | -9.1% | +77.3% | +67.7% |
| 5Y | +65.2% | -43.8% | +109.0% | +75.2% |
| 10Y | +504.1% | +80.5% | +423.6% | +443.9% |
| All | +3,069.0% | +2,208.1% | +860.9% | +1,852.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling