+488.5%
CSX vs SNY
+64.3%
+424.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.1% | -3.6% | +3.7% | +1.1% |
| 30D | -1.5% | -1.9% | +0.4% | -1.0% |
| 3M | +6.0% | -2.0% | +7.9% | +6.3% |
| 6M | +20.6% | +2.5% | +18.0% | +19.4% |
| YTD | +36.5% | -7.0% | +43.5% | +38.8% |
| 1Y | +55.0% | -4.4% | +59.4% | +56.0% |
| 3Y | +70.8% | -8.4% | +79.2% | +69.6% |
| 5Y | +69.6% | +9.5% | +60.0% | +52.6% |
| All | +488.5% | +64.3% | +424.2% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling