+427.3%
CSX vs SPXU
-99.5%
+526.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.6% |
| 7D | -5.5% | +7.6% | -13.1% | -2.9% |
| 30D | +4.9% | +17.5% | -12.6% | +11.0% |
| 3M | -2.9% | +14.7% | -17.5% | +2.1% |
| 6M | +8.3% | -0.1% | +8.4% | +9.4% |
| YTD | +36.7% | -19.8% | +56.5% | +29.8% |
| 1Y | +41.5% | -23.7% | +65.2% | +32.5% |
| 3Y | +68.6% | -79.5% | +148.1% | +9.8% |
| 5Y | +48.4% | -81.9% | +130.3% | +8.2% |
| All | +427.3% | -99.5% | +526.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling