+48.2%
CSX vs SE
-78.9%
+127.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -5.5% | +2.0% | -7.5% | -5.6% |
| 30D | +4.9% | -20.0% | +24.9% | +6.2% |
| 3M | -2.9% | -31.8% | +28.9% | -0.9% |
| 6M | +8.3% | -15.9% | +24.2% | +8.8% |
| YTD | +36.7% | -40.6% | +77.4% | +40.0% |
| 1Y | +41.5% | -50.7% | +92.2% | +46.4% |
| 3Y | +68.6% | +70.3% | -1.7% | +59.0% |
| All | +48.2% | -78.9% | +127.1% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling