+512.0%
CSX vs SPMO
+459.7%
+52.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -4.4% |
| 7D | -5.5% | -8.7% | +3.2% | -0.1% |
| 30D | +4.9% | -18.7% | +23.6% | +19.2% |
| 3M | -2.9% | -16.4% | +13.6% | +8.0% |
| 6M | +8.3% | -11.9% | +20.2% | +13.8% |
| YTD | +36.7% | +4.9% | +31.8% | +26.3% |
| 1Y | +41.5% | +6.2% | +35.3% | +29.3% |
| 3Y | +68.6% | +115.1% | -46.5% | -13.5% |
| 5Y | +48.4% | +102.2% | -53.8% | -20.5% |
| 10Y | +446.6% | +422.3% | +24.3% | +61.8% |
| All | +512.0% | +459.7% | +52.4% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling