+67.8%
CSX vs SE
-68.6%
+136.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.9% |
| 7D | -3.4% | -6.1% | +2.7% | -3.0% |
| 30D | -3.1% | -2.5% | -0.6% | -3.0% |
| 3M | +7.2% | +21.7% | -14.5% | +5.7% |
| 6M | +16.2% | +27.0% | -10.8% | +14.0% |
| YTD | +37.5% | -12.1% | +49.7% | +37.8% |
| 1Y | +53.2% | -40.9% | +94.1% | +57.2% |
| 3Y | +68.2% | +191.0% | -122.8% | +53.6% |
| All | +67.8% | -68.6% | +136.4% | +62.9% |
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