+416.4%
CSX vs SYY
+87.3%
+329.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.7% | -2.2% | +10.9% | +9.4% |
| 3M | +4.2% | -8.0% | +12.2% | +7.3% |
| 6M | +16.7% | +7.5% | +9.2% | +12.7% |
| YTD | +44.5% | +7.4% | +37.0% | +37.8% |
| 1Y | +50.3% | +4.9% | +45.4% | +44.6% |
| 3Y | +76.3% | +24.1% | +52.2% | +56.7% |
| 5Y | +58.1% | +13.4% | +44.8% | +43.9% |
| 10Y | +416.4% | +87.5% | +328.9% | +260.6% |
| All | +416.4% | +87.3% | +329.1% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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