+52.0%
CSX vs SO
+79.3%
-27.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.4% | +2.3% |
| 7D | -2.2% | -1.1% | -1.1% | -1.8% |
| 30D | +6.8% | +8.6% | -1.8% | +3.8% |
| 3M | +0.7% | +1.8% | -1.1% | 0.0% |
| 6M | +13.3% | +3.6% | +9.6% | +11.7% |
| YTD | +40.5% | +9.9% | +30.6% | +35.4% |
| 1Y | +44.7% | +5.7% | +39.0% | +41.3% |
| 3Y | +74.5% | +52.5% | +22.0% | +43.8% |
| 5Y | +52.0% | +77.3% | -25.3% | +13.1% |
| All | +52.0% | +79.3% | -27.3% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling