+3,883.9%
CSX vs SUI
+4,171.7%
-287.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -2.7% | +8.8% | -11.5% | -6.0% |
| 30D | +7.0% | +8.9% | -1.9% | +3.1% |
| 3M | -0.3% | +2.0% | -2.3% | -1.4% |
| 6M | +13.5% | -0.6% | +14.2% | +13.1% |
| YTD | +41.5% | +1.3% | +40.2% | +39.6% |
| 1Y | +45.8% | +1.3% | +44.5% | +43.7% |
| 3Y | +74.4% | +16.3% | +58.1% | +59.1% |
| 5Y | +53.6% | -25.1% | +78.7% | +65.1% |
| 10Y | +465.6% | +121.1% | +344.6% | +275.5% |
| All | +3,883.9% | +4,171.7% | -287.8% | +998.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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