+52.0%
CSX vs SPG
+81.6%
-29.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.9% |
| 7D | -2.2% | +5.1% | -7.3% | -4.2% |
| 30D | +6.8% | +16.8% | -10.0% | 0.0% |
| 3M | +0.7% | +5.7% | -5.0% | -1.7% |
| 6M | +13.3% | +17.8% | -4.5% | +5.3% |
| YTD | +40.5% | +30.1% | +10.4% | +25.2% |
| 1Y | +44.7% | +32.8% | +11.9% | +27.8% |
| 3Y | +74.5% | +137.2% | -62.7% | +19.1% |
| 5Y | +52.0% | +81.5% | -29.5% | +11.5% |
| All | +52.0% | +81.6% | -29.7% | +11.5% |
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 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