+72.2%
CSX vs SO
+45.7%
+26.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -3.1% | -4.6% | +1.5% | -2.0% |
| 3M | +7.2% | -3.0% | +10.2% | +8.0% |
| 6M | +16.2% | -8.3% | +24.4% | +18.4% |
| YTD | +37.5% | +3.5% | +34.0% | +36.3% |
| 1Y | +53.2% | -0.9% | +54.2% | +53.3% |
| All | +72.2% | +45.7% | +26.5% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling