+10,299.8%
CSX vs SO
+6,321.9%
+3,977.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +0.1% | +1.7% | -1.6% | -0.6% |
| 30D | +9.7% | +11.1% | -1.4% | +5.0% |
| 3M | +2.3% | +0.7% | +1.6% | +1.9% |
| 6M | +17.1% | -1.4% | +18.4% | +17.5% |
| YTD | +44.9% | +9.4% | +35.5% | +39.0% |
| 1Y | +47.1% | +3.7% | +43.4% | +44.2% |
| 3Y | +78.6% | +46.7% | +31.9% | +49.1% |
| 5Y | +57.2% | +78.9% | -21.7% | +19.6% |
| 10Y | +479.2% | +180.3% | +298.9% | +259.4% |
| All | +10,299.8% | +6,321.9% | +3,977.9% | +1,953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling