+41.5%
CSX vs SPGI
+0.8%
+40.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.3% |
| 7D | -5.5% | +0.3% | -5.8% | -5.5% |
| 30D | +4.9% | +18.4% | -13.4% | +4.6% |
| 3M | -2.9% | +15.7% | -18.5% | -3.1% |
| 6M | +8.3% | +17.3% | -8.9% | +8.2% |
| YTD | +36.7% | -4.7% | +41.5% | +36.1% |
| 1Y | +41.5% | +1.8% | +39.7% | +37.7% |
| All | +41.5% | +0.8% | +40.7% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling