+67.1%
CSX vs SNY
-9.4%
+76.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.6% | -3.6% | +3.1% | -0.1% |
| 30D | -3.2% | -1.4% | -1.8% | -3.0% |
| 3M | +2.6% | -4.2% | +6.8% | +3.1% |
| 6M | +19.8% | +2.0% | +17.9% | +19.5% |
| YTD | +34.7% | -6.7% | +41.3% | +35.6% |
| 1Y | +52.1% | -4.7% | +56.8% | +52.9% |
| All | +67.1% | -9.4% | +76.6% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling