+409.0%
CSX vs SU
+218.9%
+190.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +0.7% | -10.2% | +10.9% | +3.6% |
| 30D | +8.1% | -6.2% | +14.3% | +9.6% |
| 3M | +2.2% | +8.7% | -6.5% | -0.7% |
| 6M | +14.6% | +7.2% | +7.4% | +11.3% |
| YTD | +42.2% | +55.9% | -13.7% | +23.4% |
| 1Y | +47.3% | +60.4% | -13.1% | +26.7% |
| 3Y | +73.5% | +125.2% | -51.7% | +32.6% |
| 5Y | +54.1% | +216.7% | -162.6% | +2.3% |
| 10Y | +409.0% | +223.9% | +185.1% | +223.5% |
| All | +409.0% | +218.9% | +190.0% | +223.5% |
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