+222.1%
CSX vs SE
+355.3%
-133.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +1.9% |
| 7D | -0.3% | -7.7% | +7.4% | +0.4% |
| 30D | +8.7% | -22.8% | +31.5% | +11.1% |
| 3M | +4.2% | -43.7% | +47.9% | +9.5% |
| 6M | +16.7% | -12.8% | +29.5% | +17.2% |
| YTD | +44.5% | -42.0% | +86.5% | +50.1% |
| 1Y | +50.3% | -48.0% | +98.3% | +57.6% |
| 3Y | +76.3% | +62.7% | +13.6% | +61.2% |
| 5Y | +58.1% | -77.8% | +135.9% | +71.8% |
| All | +222.1% | +355.3% | -133.2% | +101.1% |
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