+223.1%
CSX vs SE
+363.8%
-140.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | +7.8% | -20.9% | +28.7% | +10.0% |
| 3M | +4.1% | -38.9% | +43.0% | +8.6% |
| 6M | +17.9% | -19.4% | +37.3% | +19.4% |
| YTD | +44.9% | -40.9% | +85.8% | +50.3% |
| 1Y | +51.1% | -46.2% | +97.3% | +58.0% |
| 3Y | +78.3% | +63.7% | +14.6% | +62.9% |
| 5Y | +58.1% | -77.9% | +136.0% | +72.1% |
| All | +223.1% | +363.8% | -140.7% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling