+3,348.2%
CSX vs SCCO
+33,989.4%
-30,641.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -5.3% | +1.9% | -1.8% |
| 30D | -3.1% | +2.7% | -5.7% | -4.1% |
| 3M | +7.2% | +4.2% | +3.0% | +4.3% |
| 6M | +16.2% | -0.6% | +16.8% | +13.6% |
| YTD | +37.5% | +45.0% | -7.4% | +18.2% |
| 1Y | +53.2% | +109.3% | -56.1% | +16.4% |
| 3Y | +68.2% | +180.8% | -112.5% | +11.2% |
| 5Y | +65.2% | +314.3% | -249.0% | -7.2% |
| 10Y | +504.1% | +1,083.3% | -579.2% | +130.8% |
| All | +3,348.2% | +33,989.4% | -30,641.2% | +510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling