+52.0%
CSX vs SPOT
+115.8%
-63.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | -2.2% | +2.5% | -4.7% | -2.4% |
| 30D | +6.8% | +15.1% | -8.3% | +5.3% |
| 3M | +0.7% | +24.8% | -24.1% | -1.6% |
| 6M | +13.3% | +45.8% | -32.5% | +8.7% |
| YTD | +40.5% | +4.9% | +35.6% | +38.8% |
| 1Y | +44.7% | -1.3% | +45.9% | +43.8% |
| 3Y | +74.5% | +257.7% | -183.2% | +44.7% |
| 5Y | +52.0% | +118.5% | -66.5% | +24.0% |
| All | +52.0% | +115.8% | -63.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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