+10,269.8%
CSX vs SU
+61,726.8%
-51,457.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.6% |
| 7D | -0.3% | -4.3% | +4.0% | -0.3% |
| 30D | +8.7% | -6.2% | +14.9% | +8.7% |
| 3M | +4.2% | +9.7% | -5.5% | +4.2% |
| 6M | +16.7% | +7.3% | +9.4% | +16.7% |
| YTD | +44.5% | +58.7% | -14.3% | +44.4% |
| 1Y | +50.3% | +59.7% | -9.5% | +50.2% |
| 3Y | +76.3% | +129.2% | -52.9% | +76.1% |
| 5Y | +58.1% | +223.7% | -165.5% | +57.8% |
| 10Y | +416.4% | +235.9% | +180.5% | +415.3% |
| All | +10,269.8% | +61,726.8% | -51,457.0% | +10,160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling