+418.4%
CSX vs SCCO
+701.7%
-283.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.7% |
| 7D | +3.1% | +1.7% | +1.4% | +2.5% |
| 30D | +9.7% | -18.1% | +27.8% | +15.4% |
| 3M | +4.9% | -12.8% | +17.7% | +7.8% |
| 6M | +18.4% | -8.5% | +26.8% | +18.2% |
| YTD | +45.9% | +23.9% | +22.0% | +29.9% |
| 1Y | +50.0% | +30.0% | +20.0% | +31.3% |
| 3Y | +78.0% | +175.2% | -97.2% | +12.9% |
| 5Y | +59.2% | +249.4% | -190.2% | -12.4% |
| All | +418.4% | +701.7% | -283.3% | +78.1% |
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