+414.9%
CSX vs SO
+197.2%
+217.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +6.0% | +1.4% | +4.6% | +5.3% |
| 30D | +7.8% | +4.7% | +3.1% | +5.6% |
| 3M | +4.1% | +1.7% | +2.4% | +3.2% |
| 6M | +17.9% | +2.2% | +15.8% | +16.5% |
| YTD | +44.9% | +10.0% | +34.9% | +38.1% |
| 1Y | +51.1% | +6.0% | +45.1% | +46.3% |
| 3Y | +78.3% | +54.1% | +24.2% | +41.6% |
| 5Y | +58.1% | +79.6% | -21.5% | +14.7% |
| All | +414.9% | +197.2% | +217.7% | +254.3% |
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