+418.4%
CSX vs SPY
+308.5%
+109.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | +3.1% | +3.3% | -0.2% | -0.1% |
| 30D | +9.7% | -2.7% | +12.4% | +12.4% |
| 3M | +4.9% | -1.7% | +6.7% | +6.3% |
| 6M | +18.4% | +3.1% | +15.3% | +14.0% |
| YTD | +45.9% | +11.9% | +34.0% | +29.3% |
| 1Y | +50.0% | +12.0% | +38.0% | +32.8% |
| 3Y | +78.0% | +78.2% | -0.2% | -3.8% |
| 5Y | +59.2% | +73.2% | -14.1% | -12.0% |
| All | +418.4% | +308.5% | +109.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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