+870.3%
CSX vs SW
+755.0%
+115.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -3.4% | -5.1% | +1.7% | -3.1% |
| 30D | -3.1% | -4.6% | +1.5% | -2.8% |
| 3M | +7.2% | +9.4% | -2.2% | +6.5% |
| 6M | +16.2% | +3.5% | +12.7% | +15.7% |
| YTD | +37.5% | +22.0% | +15.5% | +35.6% |
| 1Y | +53.2% | +2.2% | +51.0% | +52.3% |
| 3Y | +68.2% | +19.6% | +48.6% | +65.1% |
| 5Y | +65.2% | -2.3% | +67.6% | +61.5% |
| 10Y | +504.1% | +181.4% | +322.8% | +464.8% |
| All | +870.3% | +755.0% | +115.3% | +829.3% |
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