+427.3%
CSX vs SPY
+312.9%
+114.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | -5.5% | -2.7% | -2.8% | -3.1% |
| 30D | +4.9% | -5.4% | +10.3% | +10.4% |
| 3M | -2.9% | -4.1% | +1.2% | +0.8% |
| 6M | +8.3% | +0.7% | +7.6% | +6.7% |
| YTD | +36.7% | +8.7% | +28.1% | +24.7% |
| 1Y | +41.5% | +10.9% | +30.6% | +26.4% |
| 3Y | +68.6% | +75.0% | -6.4% | -7.5% |
| 5Y | +48.4% | +67.8% | -19.3% | -15.4% |
| All | +427.3% | +312.9% | +114.5% | +10.3% |
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