+1,600.5%
CSX vs SPXU
-100.0%
+1,700.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.3% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | +0.8% | -3.9% | -2.7% |
| 3M | +7.2% | -4.7% | +11.9% | +5.9% |
| 6M | +16.2% | -29.6% | +45.8% | +3.8% |
| YTD | +37.5% | -29.9% | +67.4% | +23.3% |
| 1Y | +53.2% | -39.1% | +92.3% | +31.3% |
| 3Y | +68.2% | -80.0% | +148.2% | +4.8% |
| 5Y | +65.2% | -86.0% | +151.3% | +5.3% |
| 10Y | +504.1% | -99.5% | +603.7% | +49.5% |
| All | +1,600.5% | -100.0% | +1,700.5% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling