+52.1%
CSX vs SU
+74.8%
-22.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | -0.6% | +1.6% | -2.1% | -0.6% |
| 30D | -3.2% | +10.7% | -14.0% | -3.8% |
| 3M | +2.6% | +13.5% | -10.9% | +1.9% |
| 6M | +19.8% | +21.8% | -2.0% | +16.7% |
| YTD | +34.7% | +58.8% | -24.2% | +27.6% |
| 1Y | +52.1% | +72.0% | -19.9% | +45.6% |
| All | +52.1% | +74.8% | -22.7% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling