+504.6%
CSX vs SPG
+60.3%
+444.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -3.4% | -2.4% | -1.0% | -2.6% |
| 30D | -3.1% | -6.8% | +3.8% | -0.9% |
| 3M | +7.2% | +2.7% | +4.5% | +6.1% |
| 6M | +16.2% | +5.5% | +10.7% | +14.0% |
| YTD | +37.5% | +15.7% | +21.8% | +31.0% |
| 1Y | +53.2% | +20.9% | +32.4% | +43.8% |
| 3Y | +68.2% | +112.4% | -44.1% | +31.3% |
| 5Y | +65.2% | +101.4% | -36.1% | +29.0% |
| All | +504.6% | +60.3% | +444.2% | +387.5% |
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