+48.2%
CSX vs SU
+211.5%
-163.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -5.5% | -13.4% | +7.9% | -2.8% |
| 30D | +4.9% | +0.9% | +4.1% | +4.4% |
| 3M | -2.9% | +12.8% | -15.6% | -5.8% |
| 6M | +8.3% | +8.3% | +0.1% | +5.7% |
| YTD | +36.7% | +58.2% | -21.5% | +21.5% |
| 1Y | +41.5% | +67.1% | -25.6% | +24.0% |
| 3Y | +68.6% | +125.6% | -57.0% | +35.4% |
| All | +48.2% | +211.5% | -163.3% | +6.9% |
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