+48.2%
CSX vs SYY
+7.8%
+40.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -4.1% |
| 7D | -5.5% | -7.3% | +1.8% | -3.2% |
| 30D | +4.9% | +0.1% | +4.8% | +4.8% |
| 3M | -2.9% | -8.2% | +5.4% | -0.2% |
| 6M | +8.3% | +6.3% | +2.1% | +5.4% |
| YTD | +36.7% | +7.3% | +29.4% | +30.5% |
| 1Y | +41.5% | +8.5% | +33.0% | +34.3% |
| 3Y | +68.6% | +24.9% | +43.7% | +48.6% |
| All | +48.2% | +7.8% | +40.4% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling