+63.5%
CSX vs SN
+647.0%
-583.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +2.0% |
| 7D | +0.1% | +10.6% | -10.5% | -1.3% |
| 30D | +9.7% | +20.0% | -10.3% | +6.9% |
| 3M | +2.3% | +30.4% | -28.1% | -1.7% |
| 6M | +17.1% | +91.0% | -73.9% | +6.1% |
| YTD | +44.9% | +95.9% | -51.0% | +30.3% |
| 1Y | +47.1% | +158.9% | -111.8% | +27.0% |
| 3Y | +78.6% | +391.8% | -313.2% | +42.1% |
| All | +63.5% | +647.0% | -583.5% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling