+9,772.3%
CSX vs SU
+60,256.6%
-50,484.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -3.4% | +3.6% | -6.9% | -3.4% |
| 30D | -3.1% | +7.9% | -10.9% | -3.1% |
| 3M | +7.2% | +3.5% | +3.7% | +7.2% |
| 6M | +16.2% | +19.0% | -2.8% | +16.1% |
| YTD | +37.5% | +55.0% | -17.4% | +37.5% |
| 1Y | +53.2% | +71.2% | -18.0% | +53.1% |
| 3Y | +68.2% | +117.4% | -49.2% | +68.0% |
| 5Y | +65.2% | +335.2% | -269.9% | +64.8% |
| 10Y | +504.1% | +248.7% | +255.4% | +502.8% |
| All | +9,772.3% | +60,256.6% | -50,484.4% | +9,669.0% |
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