+13.5%
CSX vs SPOT
+40.3%
-26.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.3% |
| 7D | -2.7% | +10.3% | -13.0% | -2.9% |
| 30D | +7.0% | +25.9% | -18.9% | +7.1% |
| 3M | -0.3% | +27.4% | -27.7% | +0.3% |
| 6M | +13.5% | +46.5% | -32.9% | +14.5% |
| All | +13.5% | +40.3% | -26.7% | +14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling