+496.7%
CSX vs SU
+259.2%
+237.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.7% |
| 7D | -0.6% | +1.6% | -2.1% | -1.0% |
| 30D | -3.2% | +10.7% | -14.0% | -6.0% |
| 3M | +2.6% | +13.5% | -10.9% | -1.3% |
| 6M | +19.8% | +21.8% | -2.0% | +12.3% |
| YTD | +34.7% | +58.8% | -24.2% | +16.8% |
| 1Y | +52.1% | +72.0% | -19.9% | +28.7% |
| 3Y | +68.4% | +121.7% | -53.3% | +29.8% |
| 5Y | +65.1% | +350.4% | -285.3% | -2.0% |
| 10Y | +496.7% | +264.7% | +232.0% | +272.7% |
| All | +496.7% | +259.2% | +237.5% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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