+409.0%
CSX vs SPGI
+335.3%
+73.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +0.7% | +1.6% | -0.9% | 0.0% |
| 30D | +8.1% | +16.1% | -8.0% | +0.5% |
| 3M | +2.2% | +15.5% | -13.3% | -5.1% |
| 6M | +14.6% | +19.6% | -5.0% | +3.5% |
| YTD | +42.2% | -3.6% | +45.8% | +41.2% |
| 1Y | +47.3% | +2.2% | +45.1% | +41.5% |
| 3Y | +73.5% | +30.1% | +43.4% | +42.9% |
| 5Y | +54.1% | +14.9% | +39.2% | +33.2% |
| 10Y | +409.0% | +334.0% | +75.0% | +104.9% |
| All | +409.0% | +335.3% | +73.7% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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