+515.6%
CSX vs SPMO
+572.4%
-56.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | -0.2% |
| 7D | -3.4% | +2.0% | -5.4% | -4.6% |
| 30D | -3.1% | -0.4% | -2.7% | -2.9% |
| 3M | +7.2% | -1.9% | +9.1% | +6.7% |
| 6M | +16.2% | +25.0% | -8.9% | -3.2% |
| YTD | +37.5% | +26.0% | +11.5% | +13.8% |
| 1Y | +53.2% | +28.7% | +24.6% | +24.5% |
| 3Y | +68.2% | +160.9% | -92.7% | -23.3% |
| 5Y | +65.2% | +147.9% | -82.7% | -22.0% |
| 10Y | +504.1% | +518.9% | -14.8% | +60.9% |
| All | +515.6% | +572.4% | -56.8% | +56.6% |
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 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