+67.8%
CSX vs SPGI
+8.3%
+59.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.4% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | +8.4% | -11.5% | -5.9% |
| 3M | +7.2% | +11.8% | -4.7% | +2.3% |
| 6M | +16.2% | +5.7% | +10.5% | +12.8% |
| YTD | +37.5% | -9.7% | +47.2% | +41.3% |
| 1Y | +53.2% | -12.5% | +65.7% | +59.2% |
| 3Y | +68.2% | +21.8% | +46.4% | +47.3% |
| All | +67.8% | +8.3% | +59.5% | +48.5% |
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