+53.6%
CSX vs SPGI
+11.5%
+42.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -2.7% | +2.6% | -5.2% | -3.6% |
| 30D | +7.0% | +19.3% | -12.2% | +0.6% |
| 3M | -0.3% | +15.5% | -15.8% | -5.5% |
| 6M | +13.5% | +18.3% | -4.8% | +5.9% |
| YTD | +41.5% | -3.8% | +45.3% | +42.2% |
| 1Y | +45.8% | +1.3% | +44.4% | +42.7% |
| 3Y | +74.4% | +33.6% | +40.8% | +46.7% |
| 5Y | +53.6% | +13.2% | +40.4% | +36.3% |
| All | +53.6% | +11.5% | +42.1% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling