+922.2%
CSX vs SW
+743.1%
+179.1%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +2.4% |
| 7D | +0.1% | +12.1% | -11.9% | -0.5% |
| 30D | +9.7% | +6.6% | +3.2% | +9.3% |
| 3M | +2.3% | -6.0% | +8.3% | +2.6% |
| 6M | +17.1% | +21.5% | -4.4% | +15.5% |
| YTD | +44.9% | +20.3% | +24.6% | +42.9% |
| 1Y | +47.1% | +28.1% | +18.9% | +44.6% |
| 3Y | +78.6% | +51.6% | +27.0% | +73.7% |
| 5Y | +57.2% | -0.1% | +57.3% | +53.6% |
| 10Y | +479.2% | +189.7% | +289.5% | +441.5% |
| All | +922.2% | +743.1% | +179.1% | +879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling