+50.0%
CSX vs SPGI
+0.4%
+49.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | +9.7% | +14.3% | -4.6% | +9.4% |
| 3M | +4.9% | +14.5% | -9.6% | +4.7% |
| 6M | +18.4% | +17.3% | +1.1% | +18.2% |
| YTD | +45.9% | -4.6% | +50.5% | +45.2% |
| 1Y | +50.0% | +0.8% | +49.2% | +46.6% |
| All | +50.0% | +0.4% | +49.6% | +46.6% |
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