+65.5%
CSX vs SU
+343.5%
-278.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | -2.3% | +13.7% | -15.9% | -4.9% |
| 3M | +4.3% | +8.0% | -3.7% | +2.4% |
| 6M | +23.4% | +21.0% | +2.4% | +17.5% |
| YTD | +36.4% | +56.2% | -19.8% | +22.6% |
| 1Y | +53.0% | +72.2% | -19.2% | +34.4% |
| 3Y | +70.6% | +118.1% | -47.5% | +40.0% |
| 5Y | +65.5% | +350.3% | -284.9% | +16.8% |
| All | +65.5% | +343.5% | -278.1% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling