+3,772.7%
CSX vs SUI
+4,037.5%
-264.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.4% | -2.8% | -0.6% | -2.2% |
| 30D | -3.1% | -1.2% | -1.9% | -2.7% |
| 3M | +7.2% | -1.7% | +8.9% | +7.7% |
| 6M | +16.2% | -10.5% | +26.6% | +21.0% |
| YTD | +37.5% | -1.8% | +39.4% | +37.8% |
| 1Y | +53.2% | -4.1% | +57.3% | +54.7% |
| 3Y | +68.2% | +11.3% | +57.0% | +56.3% |
| 5Y | +65.2% | -32.1% | +97.3% | +85.4% |
| 10Y | +504.1% | +110.4% | +393.7% | +309.8% |
| All | +3,772.7% | +4,037.5% | -264.9% | +984.7% |
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