+427.3%
CSX vs SO
+177.2%
+250.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | -5.5% | -1.5% | -4.1% | -4.9% |
| 30D | +4.9% | +8.1% | -3.1% | +1.4% |
| 3M | -2.9% | +0.2% | -3.1% | -3.0% |
| 6M | +8.3% | +0.4% | +8.0% | +7.9% |
| YTD | +36.7% | +8.5% | +28.2% | +31.2% |
| 1Y | +41.5% | +4.9% | +36.6% | +37.7% |
| 3Y | +68.6% | +47.9% | +20.7% | +37.1% |
| 5Y | +48.4% | +75.7% | -27.2% | +9.5% |
| All | +427.3% | +177.2% | +250.2% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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