+72.2%
CSX vs SN
+389.7%
-317.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -3.4% | -9.3% | +6.0% | -1.9% |
| 30D | -3.1% | -4.8% | +1.7% | -2.4% |
| 3M | +7.2% | +40.4% | -33.3% | +1.2% |
| 6M | +16.2% | +50.9% | -34.8% | +7.9% |
| YTD | +37.5% | +54.9% | -17.4% | +26.9% |
| 1Y | +53.2% | +43.0% | +10.2% | +43.0% |
| All | +72.2% | +389.7% | -317.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling