+217.0%
CSX vs SE
+372.6%
-155.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +8.1% | -19.4% | +27.5% | +10.1% |
| 3M | +2.2% | -33.1% | +35.3% | +5.7% |
| 6M | +14.6% | -11.4% | +26.1% | +14.9% |
| YTD | +42.2% | -39.8% | +82.0% | +47.3% |
| 1Y | +47.3% | -50.5% | +97.8% | +55.3% |
| 3Y | +73.5% | +68.9% | +4.7% | +58.1% |
| 5Y | +54.1% | -77.1% | +131.2% | +67.0% |
| All | +217.0% | +372.6% | -155.6% | +97.2% |
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