+414.9%
CSX vs SPG
+113.9%
+301.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.0% | +2.0% | +4.0% | +5.3% |
| 30D | +7.8% | +17.2% | -9.4% | +2.5% |
| 3M | +4.1% | +6.3% | -2.2% | +2.0% |
| 6M | +17.9% | +18.7% | -0.8% | +11.4% |
| YTD | +44.9% | +30.1% | +14.8% | +32.9% |
| 1Y | +51.1% | +32.8% | +18.4% | +37.7% |
| 3Y | +78.3% | +133.6% | -55.3% | +35.0% |
| 5Y | +58.1% | +84.4% | -26.3% | +26.5% |
| All | +414.9% | +113.9% | +301.0% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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