+10,056.0%
CSX vs SPGI
+15,015.0%
-4,959.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.5% |
| 7D | -2.7% | +2.6% | -5.2% | -3.8% |
| 30D | +7.0% | +19.3% | -12.2% | -1.1% |
| 3M | -0.3% | +15.5% | -15.8% | -6.8% |
| 6M | +13.5% | +18.3% | -4.8% | +4.0% |
| YTD | +41.5% | -3.8% | +45.3% | +40.2% |
| 1Y | +45.8% | +1.3% | +44.4% | +40.9% |
| 3Y | +74.4% | +33.6% | +40.8% | +46.9% |
| 5Y | +53.6% | +13.2% | +40.4% | +37.4% |
| 10Y | +465.6% | +346.3% | +119.3% | +169.0% |
| All | +10,056.0% | +15,015.0% | -4,959.0% | +926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling