+47.3%
CSX vs SYY
+6.3%
+41.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.1% | +1.3% |
| 7D | +0.7% | +4.7% | -4.0% | 0.0% |
| 30D | +8.1% | -0.7% | +8.7% | +8.3% |
| 3M | +2.2% | -6.8% | +9.0% | +3.1% |
| 6M | +14.6% | +8.6% | +6.0% | +13.3% |
| YTD | +42.2% | +8.4% | +33.8% | +40.3% |
| 1Y | +47.3% | +7.1% | +40.2% | +45.0% |
| All | +47.3% | +6.3% | +41.0% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling