+59.7%
CSX vs SN
+639.7%
-580.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.2% |
| 7D | -2.7% | +3.8% | -6.5% | -3.2% |
| 30D | +7.0% | +17.5% | -10.5% | +4.6% |
| 3M | -0.3% | +19.2% | -19.5% | -2.9% |
| 6M | +13.5% | +84.9% | -71.4% | +3.4% |
| YTD | +41.5% | +94.0% | -52.5% | +27.4% |
| 1Y | +45.8% | +151.3% | -105.6% | +26.3% |
| 3Y | +74.4% | +387.1% | -312.7% | +38.9% |
| All | +59.7% | +639.7% | -580.1% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling