+74.7%
CSX vs SCCO
+193.6%
-118.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -3.4% | -5.3% | +1.9% | -2.7% |
| 30D | -3.1% | +2.7% | -5.7% | -3.5% |
| 3M | +7.2% | +4.2% | +3.0% | +6.1% |
| 6M | +16.2% | -0.6% | +16.8% | +15.0% |
| YTD | +37.5% | +45.0% | -7.4% | +28.8% |
| 1Y | +53.2% | +109.3% | -56.1% | +35.8% |
| All | +74.7% | +193.6% | -118.9% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling