+215.5%
CSX vs SE
+365.4%
-149.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.3% | -1.8% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | +7.0% | -21.7% | +28.7% | +9.3% |
| 3M | -0.3% | -34.2% | +33.9% | +3.2% |
| 6M | +13.5% | -10.5% | +24.0% | +13.7% |
| YTD | +41.5% | -40.7% | +82.2% | +46.8% |
| 1Y | +45.8% | -52.1% | +97.8% | +54.1% |
| 3Y | +74.4% | +68.9% | +5.5% | +58.9% |
| 5Y | +53.6% | -78.9% | +132.5% | +68.2% |
| All | +215.5% | +365.4% | -149.9% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling