+197.7%
CSX vs SPOT
+227.0%
-29.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | -3.1% | +12.5% | -15.6% | -4.7% |
| 3M | +7.2% | +9.9% | -2.7% | +5.6% |
| 6M | +16.2% | +1.6% | +14.6% | +15.1% |
| YTD | +37.5% | -6.6% | +44.1% | +37.3% |
| 1Y | +53.2% | -22.9% | +76.2% | +56.8% |
| 3Y | +68.2% | +244.3% | -176.0% | +33.5% |
| 5Y | +65.2% | +117.8% | -52.6% | +35.0% |
| All | +197.7% | +227.0% | -29.3% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling