+52.0%
CSX vs SE
-77.7%
+129.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.2% | +2.6% |
| 7D | -2.2% | +3.3% | -5.5% | -2.4% |
| 30D | +6.8% | -18.2% | +25.0% | +8.0% |
| 3M | +0.7% | -31.3% | +32.0% | +2.7% |
| 6M | +13.3% | -10.1% | +23.4% | +13.3% |
| YTD | +40.5% | -38.9% | +79.4% | +43.6% |
| 1Y | +44.7% | -48.0% | +92.7% | +49.2% |
| 3Y | +74.5% | +78.8% | -4.3% | +64.0% |
| 5Y | +52.0% | -77.1% | +129.1% | +46.5% |
| All | +52.0% | -77.7% | +129.6% | +46.5% |
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