+427.3%
CSX vs SPG
+109.7%
+317.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | -5.5% | +4.9% | -10.4% | -7.0% |
| 30D | +4.9% | +15.6% | -10.7% | +0.2% |
| 3M | -2.9% | +4.1% | -6.9% | -4.1% |
| 6M | +8.3% | +13.6% | -5.2% | +3.8% |
| YTD | +36.7% | +27.5% | +9.2% | +26.2% |
| 1Y | +41.5% | +32.2% | +9.3% | +29.1% |
| 3Y | +68.6% | +126.0% | -57.4% | +29.1% |
| 5Y | +48.4% | +74.7% | -26.3% | +20.7% |
| All | +427.3% | +109.7% | +317.6% | +262.6% |
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