+412.6%
CSX vs SPMO
+455.3%
-42.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.4% | -1.6% | -0.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.2% |
| 30D | +6.8% | -14.1% | +20.9% | +17.3% |
| 3M | +0.7% | -13.1% | +13.8% | +9.3% |
| 6M | +13.3% | -9.4% | +22.7% | +17.1% |
| YTD | +40.5% | +9.5% | +31.0% | +25.8% |
| 1Y | +44.7% | +10.5% | +34.2% | +28.5% |
| 3Y | +74.5% | +124.4% | -49.9% | -14.5% |
| 5Y | +52.0% | +110.5% | -58.5% | -22.0% |
| 10Y | +412.6% | +450.3% | -37.6% | +58.7% |
| All | +412.6% | +455.3% | -42.7% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling