+74.5%
CSX vs SE
+64.7%
+9.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.3% | -2.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.7% |
| 30D | +7.0% | -21.7% | +28.7% | +7.7% |
| 3M | -0.3% | -34.2% | +33.9% | +0.8% |
| 6M | +13.5% | -10.5% | +24.0% | +13.3% |
| YTD | +41.5% | -40.7% | +82.2% | +43.3% |
| 1Y | +45.8% | -52.1% | +97.8% | +49.0% |
| All | +74.5% | +64.7% | +9.8% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling