+53.6%
CSX vs SPG
+75.4%
-21.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | -2.7% | +5.0% | -7.7% | -4.7% |
| 30D | +7.0% | +12.3% | -5.3% | +1.9% |
| 3M | -0.3% | +1.9% | -2.2% | -1.1% |
| 6M | +13.5% | +14.4% | -0.9% | +6.9% |
| YTD | +41.5% | +26.5% | +15.0% | +27.6% |
| 1Y | +45.8% | +30.7% | +15.1% | +29.6% |
| 3Y | +74.4% | +122.6% | -48.2% | +22.3% |
| 5Y | +53.6% | +73.3% | -19.7% | +15.4% |
| All | +53.6% | +75.4% | -21.8% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling