+58.3%
CSX vs SPMO
+114.1%
-55.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +6.0% | +6.3% | -0.4% | +3.0% |
| 30D | +7.8% | -8.9% | +16.7% | +12.1% |
| 3M | +4.1% | -13.2% | +17.3% | +10.5% |
| 6M | +17.9% | -9.3% | +27.2% | +20.7% |
| YTD | +44.9% | +11.6% | +33.3% | +31.2% |
| 1Y | +51.1% | +13.4% | +37.8% | +35.5% |
| 3Y | +78.3% | +122.9% | -44.6% | -2.1% |
| All | +58.3% | +114.1% | -55.8% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling