+482.4%
CSX vs SCCO
+1,146.4%
-664.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -2.2% |
| 7D | +0.6% | +3.4% | -2.8% | -0.4% |
| 30D | -2.3% | +6.6% | -8.9% | -4.3% |
| 3M | +4.3% | +24.5% | -20.2% | -3.2% |
| 6M | +23.4% | +16.5% | +6.9% | +15.3% |
| YTD | +36.4% | +52.1% | -15.7% | +15.8% |
| 1Y | +53.0% | +114.2% | -61.1% | +15.5% |
| 3Y | +70.6% | +207.4% | -136.8% | +7.2% |
| 5Y | +65.5% | +353.7% | -288.3% | -15.1% |
| 10Y | +482.4% | +1,144.5% | -662.2% | +84.6% |
| All | +482.4% | +1,146.4% | -664.1% | +84.6% |
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