+4,508.2%
CSX vs SIRI
-7.3%
+4,515.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +0.7% | +5.5% | -4.8% | +0.4% |
| 30D | +8.1% | +22.6% | -14.5% | +6.8% |
| 3M | +2.2% | +12.9% | -10.7% | +1.4% |
| 6M | +14.6% | +22.3% | -7.6% | +13.1% |
| YTD | +42.2% | +67.8% | -25.6% | +37.6% |
| 1Y | +47.3% | +54.6% | -7.2% | +43.2% |
| 3Y | +73.5% | -21.4% | +94.9% | +73.4% |
| 5Y | +54.1% | -39.2% | +93.3% | +54.7% |
| 10Y | +409.0% | -5.2% | +414.2% | +399.5% |
| All | +4,508.2% | -7.3% | +4,515.6% | +3,930.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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