+47.1%
CSX vs SPMO
+11.0%
+36.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.7% |
| 7D | +0.1% | -8.9% | +9.0% | +1.4% |
| 30D | +9.7% | -13.8% | +23.5% | +12.2% |
| 3M | +2.3% | -12.5% | +14.8% | +4.2% |
| 6M | +17.1% | -1.5% | +18.5% | +12.7% |
| YTD | +44.9% | +11.3% | +33.6% | +31.5% |
| 1Y | +47.1% | +11.5% | +35.6% | +33.2% |
| All | +47.1% | +11.0% | +36.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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