+412.6%
CSX vs SCCO
+844.0%
-431.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.5% | +1.3% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | +6.8% | -15.0% | +21.8% | +11.2% |
| 3M | +0.7% | -9.1% | +9.8% | +2.3% |
| 6M | +13.3% | -0.9% | +14.1% | +10.6% |
| YTD | +40.5% | +29.7% | +10.9% | +23.8% |
| 1Y | +44.7% | +38.2% | +6.5% | +24.7% |
| 3Y | +74.5% | +191.5% | -117.0% | +9.5% |
| 5Y | +52.0% | +281.7% | -229.7% | -18.2% |
| 10Y | +412.6% | +830.3% | -417.6% | +78.4% |
| All | +412.6% | +844.0% | -431.3% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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