+47.1%
CSX vs SE
-48.0%
+95.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.8% | +2.7% |
| 7D | +0.1% | +6.7% | -6.5% | +0.2% |
| 30D | +9.7% | -17.2% | +26.9% | +9.6% |
| 3M | +2.3% | -28.0% | +30.3% | +2.1% |
| 6M | +17.1% | -6.1% | +23.2% | +16.4% |
| YTD | +44.9% | -37.1% | +82.0% | +44.2% |
| 1Y | +47.1% | -48.8% | +95.9% | +46.9% |
| All | +47.1% | -48.0% | +95.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling