+482.4%
CSX vs SW
+139.3%
+343.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.5% |
| 7D | +0.6% | -2.6% | +3.2% | +0.9% |
| 30D | -2.3% | -7.5% | +5.2% | -1.5% |
| 3M | +4.3% | +10.3% | -6.0% | +3.0% |
| 6M | +23.4% | +5.4% | +17.9% | +22.2% |
| YTD | +36.4% | +17.9% | +18.6% | +33.6% |
| 1Y | +53.0% | -2.4% | +55.4% | +52.1% |
| 3Y | +70.6% | +28.7% | +41.9% | +64.4% |
| 5Y | +65.5% | -5.7% | +71.1% | +59.6% |
| 10Y | +482.4% | +139.3% | +343.1% | +404.1% |
| All | +482.4% | +139.3% | +343.1% | +404.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling