+53.6%
CSX vs SO
+78.6%
-25.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +7.0% | +9.2% | -2.2% | +3.7% |
| 3M | -0.3% | +1.1% | -1.4% | -0.7% |
| 6M | +13.5% | -1.1% | +14.6% | +13.8% |
| YTD | +41.5% | +9.7% | +31.8% | +36.4% |
| 1Y | +45.8% | +5.5% | +40.3% | +42.4% |
| 3Y | +74.4% | +47.0% | +27.3% | +46.2% |
| 5Y | +53.6% | +77.6% | -24.0% | +14.4% |
| All | +53.6% | +78.6% | -25.0% | +14.4% |
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