+67.8%
CSX vs SYY
+18.7%
+49.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.3% |
| 7D | -3.4% | -2.3% | -1.1% | -2.6% |
| 30D | -3.1% | -4.9% | +1.9% | -1.5% |
| 3M | +7.2% | +8.4% | -1.2% | +4.0% |
| 6M | +16.2% | -7.4% | +23.5% | +18.4% |
| YTD | +37.5% | +11.0% | +26.6% | +30.3% |
| 1Y | +53.2% | -0.2% | +53.5% | +51.3% |
| 3Y | +68.2% | +23.8% | +44.5% | +50.3% |
| All | +67.8% | +18.7% | +49.1% | +47.6% |
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 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